-31.0%
LDOS vs SM
+84.2%
-115.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.6% | +9.4% | -11.0% | -1.7% |
| 30D | +8.2% | -14.4% | +22.6% | +8.5% |
| 3M | -8.2% | +1.6% | -9.7% | -8.4% |
| 6M | +5.8% | +6.3% | -0.5% | +4.9% |
| YTD | -27.0% | +78.8% | -105.8% | -29.8% |
| 1Y | -31.0% | +83.1% | -114.1% | -33.8% |
| All | -31.0% | +84.2% | -115.2% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling