+250.5%
LDOS vs SIRI
-1.3%
+251.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.0% |
| 7D | -7.2% | +12.6% | -19.8% | -9.2% |
| 30D | +16.8% | +25.9% | -9.0% | +12.2% |
| 3M | -1.6% | +10.3% | -11.9% | -3.5% |
| 6M | -1.0% | +24.8% | -25.8% | -5.2% |
| YTD | -25.8% | +68.6% | -94.4% | -33.1% |
| 1Y | -31.1% | +55.9% | -87.0% | -37.0% |
| 3Y | +32.8% | -22.3% | +55.1% | +33.6% |
| 5Y | +49.4% | -38.6% | +88.0% | +51.1% |
| All | +250.5% | -1.3% | +251.8% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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