+163.6%
W vs LDOS
+560.5%
-396.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | -4.2% | -5.4% | +1.2% | -1.3% |
| 30D | -7.6% | +4.9% | -12.5% | -10.4% |
| 3M | +37.2% | +7.2% | +30.0% | +31.8% |
| 6M | +26.3% | -24.2% | +50.6% | +45.2% |
| YTD | -1.0% | -25.8% | +24.8% | +13.7% |
| 1Y | +20.1% | -24.7% | +44.8% | +36.0% |
| 3Y | +37.8% | +39.3% | -1.5% | +4.8% |
| 5Y | -63.7% | +43.3% | -107.0% | -73.6% |
| 10Y | +156.3% | +278.6% | -122.2% | +16.6% |
| All | +163.6% | +560.5% | -396.9% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling