+45.2%
LDOS vs SFM
+230.0%
-184.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | +0.3% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | +4.9% | -4.4% | +9.3% | +5.1% |
| 3M | +7.2% | +1.5% | +5.7% | +6.9% |
| 6M | -24.2% | +6.5% | -30.7% | -24.8% |
| YTD | -25.8% | +2.2% | -28.0% | -26.2% |
| 1Y | -24.7% | -41.9% | +17.2% | -22.6% |
| 3Y | +39.3% | +106.8% | -67.5% | +33.2% |
| All | +45.2% | +230.0% | -184.7% | +34.5% |
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