-31.7%
LDOS vs SFM
-36.1%
+4.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.9% | -2.8% |
| 7D | -1.3% | -7.1% | +5.7% | -0.7% |
| 30D | +10.1% | -21.4% | +31.5% | +12.1% |
| 3M | -4.7% | -40.1% | +35.4% | -0.1% |
| 6M | +5.6% | -38.0% | +43.6% | +10.0% |
| YTD | -25.1% | -36.5% | +11.4% | -23.7% |
| 1Y | -31.7% | -35.2% | +3.5% | -30.1% |
| All | -31.7% | -36.1% | +4.4% | -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