+498.1%
LDOS vs SIRI
-2.6%
+500.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.8% |
| 7D | -5.4% | +1.6% | -7.0% | -5.6% |
| 30D | +4.9% | -4.7% | +9.6% | +5.3% |
| 3M | +7.2% | +5.3% | +1.9% | +6.5% |
| 6M | -24.2% | +30.5% | -54.8% | -26.3% |
| YTD | -25.8% | +49.6% | -75.4% | -28.9% |
| 1Y | -24.7% | +28.5% | -53.2% | -26.9% |
| 3Y | +39.3% | -27.5% | +66.7% | +39.6% |
| 5Y | +43.3% | -44.7% | +88.0% | +44.9% |
| 10Y | +278.6% | -12.6% | +291.2% | +268.5% |
| All | +498.1% | -2.6% | +500.7% | +503.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling