+236.4%
LDOS vs SBAC
+109.8%
+126.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -1.3% | -2.8% | +1.5% | -0.5% |
| 30D | +10.1% | +3.1% | +7.0% | +9.1% |
| 3M | -4.7% | +5.1% | -9.8% | -6.3% |
| 6M | +5.6% | -11.4% | +17.0% | +8.5% |
| YTD | -25.1% | +0.2% | -25.3% | -26.3% |
| 1Y | -31.7% | -3.9% | -27.8% | -32.0% |
| 3Y | +33.7% | -7.7% | +41.4% | +31.0% |
| 5Y | +54.4% | -39.7% | +94.1% | +72.2% |
| 10Y | +236.4% | +111.9% | +124.5% | +194.7% |
| All | +236.4% | +109.8% | +126.6% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling