+498.1%
LDOS vs SAN
+182.6%
+315.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -5.4% | +1.8% | -7.2% | -5.8% |
| 30D | +4.9% | +2.0% | +2.9% | +4.4% |
| 3M | +7.2% | +19.7% | -12.5% | +2.9% |
| 6M | -24.2% | +30.6% | -54.9% | -29.0% |
| YTD | -25.8% | +28.8% | -54.7% | -30.6% |
| 1Y | -24.7% | +57.8% | -82.5% | -32.7% |
| 3Y | +39.3% | +338.1% | -298.8% | -2.8% |
| 5Y | +43.3% | +384.2% | -340.9% | -5.3% |
| 10Y | +278.6% | +353.1% | -74.6% | +140.0% |
| All | +498.1% | +182.6% | +315.5% | +290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling