+45.2%
LDOS vs SAN
+381.6%
-336.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -5.4% | +1.8% | -7.2% | -5.6% |
| 30D | +4.9% | +2.0% | +2.9% | +4.7% |
| 3M | +7.2% | +19.7% | -12.5% | +5.5% |
| 6M | -24.2% | +30.6% | -54.9% | -26.0% |
| YTD | -25.8% | +28.8% | -54.7% | -27.6% |
| 1Y | -24.7% | +57.8% | -82.5% | -28.1% |
| 3Y | +39.3% | +338.1% | -298.8% | +18.8% |
| All | +45.2% | +381.6% | -336.3% | +16.1% |
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