+45.2%
LDOS vs SUI
-32.0%
+77.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -5.4% | -2.8% | -2.6% | -4.9% |
| 30D | +4.9% | -1.2% | +6.1% | +5.1% |
| 3M | +7.2% | -1.7% | +8.9% | +7.5% |
| 6M | -24.2% | -10.5% | -13.8% | -22.7% |
| YTD | -25.8% | -1.8% | -24.0% | -25.7% |
| 1Y | -24.7% | -4.1% | -20.6% | -24.3% |
| 3Y | +39.3% | +11.3% | +28.0% | +33.8% |
| All | +45.2% | -32.0% | +77.2% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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