+77.2%
SAP vs LDOS
+52.0%
+25.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +4.0% | -3.7% | +7.7% | +5.0% |
| 30D | +15.7% | +16.4% | -0.7% | +11.2% |
| 3M | +23.4% | +7.4% | +16.0% | +20.9% |
| 6M | +41.3% | -0.3% | +41.6% | +40.1% |
| YTD | +2.0% | -24.0% | +26.0% | +7.3% |
| 1Y | -5.1% | -29.6% | +24.5% | +1.5% |
| 3Y | +82.1% | +35.1% | +47.0% | +65.4% |
| 5Y | +77.2% | +52.9% | +24.3% | +54.9% |
| All | +77.2% | +52.0% | +25.2% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling