+145.6%
W vs LDOS
+35.4%
+110.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.1% | -8.3% | -8.3% |
| 7D | -5.6% | -3.7% | -1.9% | -4.3% |
| 30D | +7.5% | +16.4% | -8.9% | +1.2% |
| 3M | +5.4% | +7.4% | -2.0% | +1.9% |
| 6M | +79.4% | -0.3% | +79.7% | +77.3% |
| YTD | +12.9% | -24.0% | +36.9% | +20.3% |
| 1Y | +12.4% | -29.6% | +42.0% | +22.9% |
| All | +145.6% | +35.4% | +110.2% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling