+252.0%
LDOS vs SM
+4.9%
+247.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.1% | +2.5% |
| 7D | -5.8% | -22.3% | +16.4% | -4.3% |
| 30D | +11.6% | -21.4% | +32.9% | +13.2% |
| 3M | -1.0% | +1.4% | -2.4% | -1.4% |
| 6M | +5.1% | +0.1% | +4.9% | +4.4% |
| YTD | -24.0% | +59.0% | -83.0% | -27.3% |
| 1Y | -30.3% | +64.3% | -94.6% | -33.4% |
| 3Y | +37.0% | -13.1% | +50.1% | +34.7% |
| 5Y | +53.4% | -13.9% | +67.2% | +48.4% |
| 10Y | +252.0% | +1.7% | +250.3% | +186.8% |
| All | +252.0% | +4.9% | +247.0% | +186.8% |
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