+221.4%
LDOS vs SM
+18.0%
+203.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.6% | +9.4% | -11.0% | -2.3% |
| 30D | +8.2% | -14.4% | +22.6% | +9.2% |
| 3M | -8.2% | +1.6% | -9.7% | -8.6% |
| 6M | +5.8% | +6.3% | -0.5% | +4.7% |
| YTD | -27.0% | +78.8% | -105.8% | -30.7% |
| 1Y | -31.0% | +83.1% | -114.1% | -34.6% |
| 3Y | +29.3% | -5.9% | +35.2% | +26.5% |
| 5Y | +48.7% | +4.8% | +43.9% | +42.1% |
| All | +221.4% | +18.0% | +203.4% | +159.3% |
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