+221.4%
LDOS vs SFM
+140.2%
+81.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.6% |
| 7D | -1.6% | +6.0% | -7.7% | -2.2% |
| 30D | +8.2% | -19.5% | +27.7% | +10.0% |
| 3M | -8.2% | -37.0% | +28.8% | -4.5% |
| 6M | +5.8% | -41.0% | +46.8% | +10.5% |
| YTD | -27.0% | -34.6% | +7.7% | -24.7% |
| 1Y | -31.0% | -36.3% | +5.3% | -28.7% |
| 3Y | +29.3% | +24.5% | +4.7% | +22.8% |
| 5Y | +48.7% | +115.9% | -67.2% | +29.5% |
| All | +221.4% | +140.2% | +81.2% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling