+275.4%
LDOS vs SM
+6.6%
+268.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +3.1% |
| 3M | +7.2% | +8.7% | -1.5% | +6.3% |
| 6M | -24.2% | +51.7% | -75.9% | -26.9% |
| YTD | -25.8% | +99.0% | -124.9% | -29.9% |
| 1Y | -24.7% | +34.6% | -59.3% | -27.0% |
| 3Y | +39.3% | -7.8% | +47.0% | +36.7% |
| 5Y | +43.3% | +104.8% | -61.5% | +31.7% |
| All | +275.4% | +6.6% | +268.7% | +204.3% |
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