+32.8%
LDOS vs SPXS
-79.2%
+112.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.4% |
| 7D | -7.2% | +7.5% | -14.7% | -6.2% |
| 30D | +16.8% | +17.5% | -0.6% | +19.7% |
| 3M | -1.6% | +14.7% | -16.3% | +0.6% |
| 6M | -1.0% | -0.1% | -0.9% | -0.5% |
| YTD | -25.8% | -19.7% | -6.0% | -27.6% |
| 1Y | -31.1% | -23.6% | -7.5% | -33.2% |
| 3Y | +32.8% | -79.2% | +112.0% | +14.7% |
| All | +32.8% | -79.2% | +112.0% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling