+52.9%
LDOS vs SM
-8.9%
+61.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.6% |
| 7D | -3.7% | -25.1% | +21.4% | -0.9% |
| 30D | +16.4% | -15.6% | +32.0% | +18.1% |
| 3M | +7.4% | +2.7% | +4.7% | +6.4% |
| 6M | -0.3% | -3.8% | +3.5% | -1.1% |
| YTD | -24.0% | +61.8% | -85.9% | -29.7% |
| 1Y | -29.6% | +71.4% | -100.9% | -35.4% |
| 3Y | +35.1% | -20.7% | +55.8% | +32.5% |
| 5Y | +52.9% | -11.5% | +64.4% | +41.4% |
| All | +52.9% | -8.9% | +61.8% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling