+236.4%
LDOS vs SPY
+311.8%
-75.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -3.4% |
| 7D | -1.3% | -0.9% | -0.4% | -0.8% |
| 30D | +10.1% | -2.4% | +12.5% | +11.7% |
| 3M | -4.7% | -1.2% | -3.5% | -4.2% |
| 6M | +5.6% | +3.3% | +2.3% | +2.5% |
| YTD | -25.1% | +12.3% | -37.4% | -31.9% |
| 1Y | -31.7% | +12.4% | -44.1% | -38.0% |
| 3Y | +33.7% | +78.8% | -45.1% | -17.1% |
| 5Y | +54.4% | +75.2% | -20.8% | -4.3% |
| 10Y | +236.4% | +311.1% | -74.7% | -9.2% |
| All | +236.4% | +311.8% | -75.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling