+250.5%
LDOS vs SBAC
+93.8%
+156.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.8% |
| 7D | -7.2% | +1.2% | -8.4% | -7.5% |
| 30D | +16.8% | +11.2% | +5.7% | +13.4% |
| 3M | -1.6% | +4.5% | -6.0% | -3.0% |
| 6M | -1.0% | -12.2% | +11.2% | +2.0% |
| YTD | -25.8% | -0.1% | -25.6% | -26.9% |
| 1Y | -31.1% | -0.3% | -30.8% | -32.1% |
| 3Y | +32.8% | -8.7% | +41.5% | +30.7% |
| 5Y | +49.4% | -40.2% | +89.5% | +66.7% |
| All | +250.5% | +93.8% | +156.7% | +228.5% |
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