-20.3%
LDOS vs SARO
-21.1%
+0.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.6% |
| 7D | -7.1% | +1.1% | -8.2% | -7.3% |
| 30D | -6.1% | -16.2% | +10.1% | -3.0% |
| 3M | +5.6% | -1.3% | +6.9% | +5.7% |
| 6M | -26.9% | -15.2% | -11.7% | -24.9% |
| YTD | -27.9% | -14.7% | -13.2% | -26.0% |
| 1Y | -26.8% | -9.1% | -17.7% | -25.9% |
| All | -20.3% | -21.1% | +0.8% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling