+47.6%
LDOS vs SAN
+267.8%
-220.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.1% |
| 7D | -7.2% | +4.9% | -12.1% | -7.5% |
| 30D | +16.8% | -13.0% | +29.8% | +17.9% |
| 3M | -1.6% | -18.9% | +17.3% | -0.2% |
| 6M | -1.0% | -4.1% | +3.2% | -0.9% |
| YTD | -25.8% | +2.6% | -28.3% | -26.3% |
| 1Y | -31.1% | +16.9% | -48.0% | -32.5% |
| 3Y | +32.8% | +239.1% | -206.3% | +16.5% |
| All | +47.6% | +267.8% | -220.2% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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