-31.0%
LDOS vs SPXS
-26.2%
-4.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.3% |
| 7D | -1.6% | -7.5% | +5.9% | -2.3% |
| 30D | +8.2% | +5.3% | +2.9% | +8.8% |
| 3M | -8.2% | +9.7% | -17.9% | -7.1% |
| 6M | +5.8% | -4.6% | +10.4% | +5.8% |
| YTD | -27.0% | -25.8% | -1.2% | -29.0% |
| 1Y | -31.0% | -28.8% | -2.2% | -33.5% |
| All | -31.0% | -26.2% | -4.8% | -33.5% |
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 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