+49.4%
LDOS vs SPXS
-83.7%
+133.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -1.9% |
| 7D | -3.5% | -9.5% | +6.0% | -4.9% |
| 30D | +9.5% | +7.4% | +2.1% | +11.0% |
| 3M | -6.3% | +6.1% | -12.4% | -5.1% |
| 6M | +2.8% | -7.3% | +10.1% | +2.3% |
| YTD | -26.6% | -26.7% | +0.1% | -29.4% |
| 1Y | -31.3% | -26.2% | -5.1% | -33.7% |
| 3Y | +30.9% | -80.3% | +111.3% | +6.1% |
| 5Y | +49.4% | -83.4% | +132.8% | +21.3% |
| All | +49.4% | -83.7% | +133.1% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling