+236.4%
LDOS vs SM
+10.6%
+225.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.6% | -8.0% | -2.8% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +10.1% | -17.3% | +27.4% | +11.4% |
| 3M | -4.7% | -3.6% | -1.1% | -4.7% |
| 6M | +5.6% | +2.9% | +2.7% | +4.7% |
| YTD | -25.1% | +70.2% | -95.3% | -28.6% |
| 1Y | -31.7% | +66.5% | -98.2% | -34.8% |
| 3Y | +33.7% | -8.2% | +41.9% | +31.0% |
| 5Y | +54.4% | -1.5% | +55.8% | +48.1% |
| 10Y | +236.4% | +11.9% | +224.5% | +172.8% |
| All | +236.4% | +10.6% | +225.9% | +172.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling