+37.1%
LDOS vs SPXS
-80.4%
+117.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.2% |
| 7D | +1.9% | +0.4% | +1.4% | +2.1% |
| 30D | +12.8% | +10.8% | +2.0% | +14.7% |
| 3M | -1.0% | +9.6% | -10.7% | +0.6% |
| 6M | +6.2% | -4.7% | +10.9% | +6.1% |
| YTD | -23.2% | -24.6% | +1.3% | -25.7% |
| 1Y | -29.5% | -24.6% | -4.9% | -31.6% |
| 3Y | +37.1% | -79.8% | +116.8% | +20.0% |
| All | +37.1% | -80.4% | +117.5% | +20.0% |
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