+70.8%
SAP vs LDOS
+49.1%
+21.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.5% |
| 7D | -0.7% | -7.2% | +6.5% | +1.2% |
| 30D | +11.1% | +16.8% | -5.7% | +6.7% |
| 3M | +17.0% | -1.6% | +18.6% | +17.3% |
| 6M | +34.8% | -1.0% | +35.8% | +34.1% |
| YTD | -2.2% | -25.8% | +23.5% | +3.5% |
| 1Y | -6.4% | -31.1% | +24.6% | +0.6% |
| 3Y | +75.1% | +32.8% | +42.3% | +59.8% |
| All | +70.8% | +49.1% | +21.6% | +50.5% |
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 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