+52.6%
LDOS vs SUI
-26.1%
+78.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.4% | -0.4% |
| 7D | -2.8% | +10.0% | -12.8% | -4.8% |
| 30D | +13.6% | +8.4% | +5.2% | +11.6% |
| 3M | +4.2% | +0.7% | +3.6% | +3.9% |
| 6M | -8.2% | -0.9% | -7.3% | -8.3% |
| YTD | -24.1% | +0.6% | -24.7% | -24.5% |
| 1Y | -31.2% | +0.8% | -32.0% | -31.6% |
| 3Y | +35.0% | +15.5% | +19.5% | +28.6% |
| 5Y | +52.6% | -25.9% | +78.5% | +60.4% |
| All | +52.6% | -26.1% | +78.7% | +60.4% |
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