+485.0%
LDOS vs SPXU
-100.0%
+585.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.9% |
| 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% | +6.4% |
| 6M | -24.2% | -29.6% | +5.4% | -30.3% |
| YTD | -25.8% | -29.9% | +4.1% | -31.5% |
| 1Y | -24.7% | -39.1% | +14.4% | -32.7% |
| 3Y | +39.3% | -80.0% | +119.3% | -1.8% |
| 5Y | +43.3% | -86.0% | +129.4% | +1.4% |
| 10Y | +278.6% | -99.5% | +378.1% | +32.4% |
| All | +485.0% | -100.0% | +585.0% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling