+214.8%
SAP vs LDOS
+248.5%
-33.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.4% |
| 7D | -0.7% | -7.2% | +6.5% | +1.8% |
| 30D | +11.1% | +16.8% | -5.7% | +5.5% |
| 3M | +17.0% | -1.6% | +18.6% | +17.4% |
| 6M | +34.8% | -1.0% | +35.8% | +34.3% |
| YTD | -2.2% | -25.8% | +23.5% | +6.2% |
| 1Y | -6.4% | -31.1% | +24.6% | +4.0% |
| 3Y | +75.1% | +32.8% | +42.3% | +51.8% |
| 5Y | +69.8% | +49.4% | +20.4% | +37.8% |
| All | +214.8% | +248.5% | -33.6% | +109.5% |
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