+502.1%
LDOS vs SPXS
-100.0%
+602.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.8% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | +4.9% | +0.8% | +4.1% | +5.2% |
| 3M | +7.2% | -4.7% | +11.9% | +6.5% |
| 6M | -24.2% | -29.6% | +5.4% | -29.8% |
| YTD | -25.8% | -29.8% | +4.0% | -31.1% |
| 1Y | -24.7% | -38.9% | +14.2% | -32.0% |
| 3Y | +39.3% | -79.6% | +118.9% | +2.0% |
| 5Y | +43.3% | -85.9% | +129.2% | +5.1% |
| 10Y | +278.6% | -99.5% | +378.1% | +52.9% |
| All | +502.1% | -100.0% | +602.1% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling