+221.4%
LDOS vs SPXU
-99.5%
+320.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.1% |
| 7D | -1.6% | -7.6% | +5.9% | -3.4% |
| 30D | +8.2% | +5.3% | +2.9% | +9.9% |
| 3M | -8.2% | +9.6% | -17.8% | -5.7% |
| 6M | +5.8% | -4.5% | +10.4% | +5.6% |
| YTD | -27.0% | -25.9% | -1.1% | -31.1% |
| 1Y | -31.0% | -28.9% | -2.1% | -35.4% |
| 3Y | +29.3% | -80.5% | +109.7% | -8.3% |
| 5Y | +48.7% | -83.4% | +132.1% | +12.8% |
| All | +221.4% | -99.5% | +320.9% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling