+43.8%
LDOS vs SIRI
-23.9%
+67.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.7% |
| 7D | -5.4% | +1.6% | -7.0% | -5.5% |
| 30D | +4.9% | -4.7% | +9.6% | +5.2% |
| 3M | +7.2% | +5.3% | +1.9% | +6.7% |
| 6M | -24.2% | +30.5% | -54.8% | -25.7% |
| YTD | -25.8% | +49.6% | -75.4% | -28.1% |
| 1Y | -24.7% | +28.5% | -53.2% | -26.3% |
| All | +43.8% | -23.9% | +67.7% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling