+52.9%
LDOS vs SBAC
-39.7%
+92.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -3.7% | +4.4% | -8.1% | -4.5% |
| 30D | +16.4% | +13.8% | +2.6% | +13.7% |
| 3M | +7.4% | +9.0% | -1.6% | +5.6% |
| 6M | -0.3% | -10.0% | +9.7% | +1.1% |
| YTD | -24.0% | +1.8% | -25.8% | -24.9% |
| 1Y | -29.6% | +1.1% | -30.7% | -30.3% |
| 3Y | +35.1% | -9.5% | +44.6% | +34.6% |
| 5Y | +52.9% | -39.0% | +91.9% | +60.0% |
| All | +52.9% | -39.7% | +92.6% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling