+250.5%
LDOS vs SPXS
-99.5%
+350.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.5% |
| 7D | -7.2% | +7.5% | -14.7% | -5.4% |
| 30D | +16.8% | +17.5% | -0.6% | +21.8% |
| 3M | -1.6% | +14.7% | -16.3% | +2.1% |
| 6M | -1.0% | -0.1% | -0.9% | -0.2% |
| YTD | -25.8% | -19.7% | -6.0% | -28.7% |
| 1Y | -31.1% | -23.6% | -7.5% | -34.4% |
| 3Y | +32.8% | -79.2% | +112.0% | -4.3% |
| 5Y | +49.4% | -81.7% | +131.1% | +16.1% |
| All | +250.5% | -99.5% | +350.0% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling