-31.1%
LDOS vs SPXU
-21.6%
-9.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.4% |
| 7D | -7.2% | +7.6% | -14.8% | -6.6% |
| 30D | +16.8% | +17.5% | -0.7% | +18.8% |
| 3M | -1.6% | +14.7% | -16.2% | -0.2% |
| 6M | -1.0% | -0.1% | -0.9% | -0.8% |
| YTD | -25.8% | -19.8% | -6.0% | -27.3% |
| 1Y | -31.1% | -23.7% | -7.3% | -33.1% |
| All | -31.1% | -21.6% | -9.5% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling