+45.2%
LDOS vs SPXU
-86.1%
+131.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.7% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | +4.9% | +0.8% | +4.1% | +5.1% |
| 3M | +7.2% | -4.7% | +11.9% | +6.8% |
| 6M | -24.2% | -29.6% | +5.4% | -27.9% |
| YTD | -25.8% | -29.9% | +4.1% | -29.3% |
| 1Y | -24.7% | -39.1% | +14.4% | -29.6% |
| 3Y | +39.3% | -80.0% | +119.3% | +13.4% |
| All | +45.2% | -86.1% | +131.3% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling