-31.2%
LDOS vs SFM
-35.8%
+4.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.4% |
| 7D | -2.8% | -12.3% | +9.5% | -2.1% |
| 30D | +13.6% | -16.2% | +29.8% | +15.1% |
| 3M | +4.2% | -36.8% | +41.0% | +8.9% |
| 6M | -8.2% | -32.6% | +24.4% | -4.9% |
| YTD | -24.1% | -31.7% | +7.6% | -22.7% |
| 1Y | -31.2% | -35.0% | +3.8% | -30.1% |
| All | -31.2% | -35.8% | +4.6% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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