-31.0%
LDOS vs SBAC
-2.9%
-28.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +8.2% | +5.5% | +2.8% | +7.4% |
| 3M | -8.2% | +3.1% | -11.3% | -8.7% |
| 6M | +5.8% | -7.0% | +12.9% | +5.8% |
| YTD | -27.0% | +0.5% | -27.5% | -28.0% |
| 1Y | -31.0% | +0.2% | -31.2% | -31.8% |
| All | -31.0% | -2.9% | -28.1% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling