+249.4%
LDOS vs SBAC
+103.9%
+145.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +1.9% | +3.6% | -1.8% | +0.8% |
| 30D | +12.8% | +4.9% | +7.9% | +11.2% |
| 3M | -1.0% | +6.5% | -7.5% | -3.0% |
| 6M | +6.2% | -11.1% | +17.3% | +9.1% |
| YTD | -23.2% | +0.9% | -24.2% | -24.7% |
| 1Y | -29.5% | -1.6% | -27.9% | -30.3% |
| 3Y | +37.1% | -7.0% | +44.0% | +34.0% |
| 5Y | +55.6% | -39.2% | +94.8% | +73.2% |
| 10Y | +249.4% | +111.4% | +138.1% | +207.1% |
| All | +249.4% | +103.9% | +145.5% | +207.1% |
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