+54.4%
LDOS vs SPXU
-84.0%
+138.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -3.0% |
| 7D | -1.3% | +1.5% | -2.9% | -0.9% |
| 30D | +10.1% | +6.4% | +3.8% | +11.4% |
| 3M | -4.7% | +4.2% | -8.9% | -3.8% |
| 6M | +5.6% | -7.8% | +13.3% | +4.9% |
| YTD | -25.1% | -27.5% | +2.4% | -28.1% |
| 1Y | -31.7% | -27.1% | -4.5% | -34.2% |
| 3Y | +33.7% | -80.8% | +114.5% | +7.9% |
| 5Y | +54.4% | -84.1% | +138.5% | +24.3% |
| All | +54.4% | -84.0% | +138.3% | +24.3% |
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