+498.1%
LDOS vs SBAC
+673.3%
-175.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -5.4% | -0.8% | -4.6% | -5.2% |
| 30D | +4.9% | +6.9% | -2.0% | +3.2% |
| 3M | +7.2% | -8.2% | +15.4% | +9.3% |
| 6M | -24.2% | -1.6% | -22.6% | -24.6% |
| YTD | -25.8% | -0.1% | -25.7% | -26.7% |
| 1Y | -24.7% | -0.5% | -24.3% | -25.6% |
| 3Y | +39.3% | -9.1% | +48.3% | +37.8% |
| 5Y | +43.3% | -43.8% | +87.1% | +58.3% |
| 10Y | +278.6% | +80.5% | +198.0% | +211.5% |
| All | +498.1% | +673.3% | -175.2% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling