+178.2%
SAP vs LDOS
+278.0%
-99.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -2.9% | -5.4% | +2.5% | -1.2% |
| 30D | +9.0% | +4.9% | +4.1% | +7.2% |
| 3M | +14.9% | +7.2% | +7.8% | +11.9% |
| 6M | +11.9% | -24.2% | +36.1% | +21.4% |
| YTD | -9.9% | -25.8% | +15.9% | -2.0% |
| 1Y | -19.5% | -24.7% | +5.2% | -13.1% |
| 3Y | +61.8% | +39.3% | +22.5% | +38.2% |
| 5Y | +56.2% | +43.3% | +12.9% | +29.1% |
| All | +178.2% | +278.0% | -99.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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