+522.1%
LDOS vs SFM
+47.4%
+474.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.2% | +0.6% |
| 7D | -3.7% | +7.5% | -11.2% | -4.4% |
| 30D | +16.4% | -20.8% | +37.2% | +18.5% |
| 3M | +7.4% | -39.4% | +46.8% | +11.9% |
| 6M | -0.3% | -34.5% | +34.1% | +2.9% |
| YTD | -24.0% | -35.2% | +11.2% | -21.7% |
| 1Y | -29.6% | -35.3% | +5.7% | -27.4% |
| 3Y | +35.1% | +23.9% | +11.2% | +28.8% |
| 5Y | +52.9% | +113.8% | -60.9% | +35.0% |
| 10Y | +262.2% | +152.0% | +110.3% | +205.1% |
| All | +522.1% | +47.4% | +474.7% | +441.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling