+485.3%
LDOS vs SPXU
-100.0%
+585.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.5% |
| 7D | -7.2% | +7.6% | -14.8% | -5.3% |
| 30D | +16.8% | +17.5% | -0.7% | +22.1% |
| 3M | -1.6% | +14.7% | -16.2% | +2.3% |
| 6M | -1.0% | -0.1% | -0.9% | -0.1% |
| YTD | -25.8% | -19.8% | -6.0% | -28.9% |
| 1Y | -31.1% | -23.7% | -7.3% | -34.6% |
| 3Y | +32.8% | -79.5% | +112.3% | -6.1% |
| 5Y | +49.4% | -81.9% | +131.3% | +13.7% |
| 10Y | +253.9% | -99.5% | +353.4% | +24.0% |
| All | +485.3% | -100.0% | +585.3% | +7.3% |
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