+47.6%
LDOS vs SFM
+105.4%
-57.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -2.0% |
| 7D | -7.2% | -1.2% | -6.0% | -7.1% |
| 30D | +16.8% | -24.8% | +41.6% | +18.9% |
| 3M | -1.6% | -43.7% | +42.1% | +2.1% |
| 6M | -1.0% | -37.3% | +36.3% | +1.9% |
| YTD | -25.8% | -38.4% | +12.6% | -23.7% |
| 1Y | -31.1% | -36.9% | +5.8% | -29.3% |
| 3Y | +32.8% | +20.7% | +12.1% | +31.3% |
| All | +47.6% | +105.4% | -57.7% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling