-31.3%
LDOS vs SARO
+1.5%
-32.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.3% |
| 7D | -3.5% | +8.9% | -12.4% | -5.0% |
| 30D | +9.5% | +38.6% | -29.1% | +2.6% |
| 3M | -6.3% | +0.6% | -6.9% | -7.0% |
| 6M | +2.8% | +2.9% | -0.1% | +1.3% |
| YTD | -26.6% | -3.9% | -22.7% | -26.6% |
| 1Y | -31.3% | +4.6% | -35.8% | -33.4% |
| All | -31.3% | +1.5% | -32.8% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling