-31.2%
LDOS vs SPXS
-30.2%
-1.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +0.2% |
| 7D | -2.8% | +2.2% | -5.0% | -2.6% |
| 30D | +13.6% | +3.8% | +9.8% | +14.1% |
| 3M | +4.2% | +3.3% | +0.9% | +4.7% |
| 6M | -8.2% | -16.7% | +8.5% | -9.8% |
| YTD | -24.1% | -28.5% | +4.5% | -26.4% |
| 1Y | -31.2% | -30.4% | -0.8% | -33.6% |
| All | -31.2% | -30.2% | -1.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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