+498.1%
LDOS vs SM
+12.6%
+485.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | +4.9% | +26.3% | -21.4% | +2.7% |
| 3M | +7.2% | +8.7% | -1.5% | +6.0% |
| 6M | -24.2% | +51.7% | -75.9% | -27.5% |
| YTD | -25.8% | +99.0% | -124.9% | -30.8% |
| 1Y | -24.7% | +34.6% | -59.3% | -27.5% |
| 3Y | +39.3% | -7.8% | +47.0% | +36.2% |
| 5Y | +43.3% | +104.8% | -61.5% | +27.9% |
| 10Y | +278.6% | +7.2% | +271.3% | +195.4% |
| All | +498.1% | +12.6% | +485.4% | +277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded SM 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling