+227.6%
W vs LDOS
+575.7%
-348.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.6% |
| 7D | +8.4% | -2.8% | +11.2% | +9.9% |
| 30D | +16.5% | +13.6% | +2.9% | +8.4% |
| 3M | +6.4% | +4.2% | +2.2% | +3.1% |
| 6M | +90.5% | -8.2% | +98.7% | +97.3% |
| YTD | +23.1% | -24.1% | +47.1% | +38.8% |
| 1Y | +24.3% | -31.2% | +55.5% | +47.9% |
| 3Y | +149.0% | +35.0% | +114.0% | +92.4% |
| 5Y | -51.7% | +52.6% | -104.3% | -66.2% |
| 10Y | +280.1% | +261.9% | +18.2% | +74.3% |
| All | +227.6% | +575.7% | -348.1% | +20.3% |
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 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