-54.0%
W vs LDOS
+52.0%
-105.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | +5.4% | +7.4% | -2.0% | +1.6% |
| 6M | +79.4% | -0.3% | +79.7% | +78.0% |
| YTD | +12.9% | -24.0% | +36.9% | +22.4% |
| 1Y | +12.4% | -29.6% | +42.0% | +25.5% |
| 3Y | +128.5% | +35.1% | +93.4% | +84.6% |
| 5Y | -54.0% | +52.9% | -106.9% | -64.3% |
| All | -54.0% | +52.0% | -105.9% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling