+474.1%
SAP vs LDOS
+494.7%
-20.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -2.9% | -5.4% | +2.5% | -1.0% |
| 30D | +9.0% | +4.9% | +4.1% | +7.1% |
| 3M | +14.9% | +7.2% | +7.8% | +11.8% |
| 6M | +11.9% | -24.2% | +36.1% | +22.3% |
| YTD | -9.9% | -25.8% | +15.9% | -1.4% |
| 1Y | -19.5% | -24.7% | +5.2% | -12.5% |
| 3Y | +61.8% | +39.3% | +22.5% | +37.8% |
| 5Y | +56.2% | +43.3% | +12.9% | +28.6% |
| 10Y | +180.6% | +278.6% | -98.0% | +55.7% |
| All | +474.1% | +494.7% | -20.6% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling