+53.4%
LDOS vs SPY
+71.5%
-18.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | 0.0% | +1.2% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | +11.6% | -3.3% | +14.9% | +13.2% |
| 3M | -1.0% | -2.4% | +1.4% | -0.1% |
| 6M | +5.1% | +2.6% | +2.5% | +3.5% |
| YTD | -24.0% | +11.2% | -35.3% | -28.2% |
| 1Y | -30.3% | +13.4% | -43.7% | -34.7% |
| 3Y | +37.0% | +79.9% | -42.9% | +1.7% |
| 5Y | +53.4% | +72.2% | -18.8% | +11.4% |
| All | +53.4% | +71.5% | -18.1% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling