+498.1%
LDOS vs SM
+12.6%
+485.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.8% |
| 7D | -5.4% | -0.5% | -4.9% | -5.4% |
| 30D | +4.9% | +25.6% | -20.7% | +2.7% |
| 3M | +7.2% | +8.0% | -0.9% | +6.1% |
| 6M | -24.2% | +50.8% | -75.0% | -27.5% |
| YTD | -25.8% | +97.9% | -123.7% | -30.8% |
| 1Y | -24.7% | +33.8% | -58.5% | -27.5% |
| 3Y | +39.3% | -7.8% | +47.0% | +36.1% |
| 5Y | +43.3% | +104.8% | -61.5% | +27.9% |
| 10Y | +278.6% | +7.2% | +271.3% | +195.4% |
| All | +498.1% | +12.6% | +485.4% | +277.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling