+540.7%
SAP vs LDOS
+508.5%
+32.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +1.3% | -2.8% | +4.1% | +2.2% |
| 30D | +15.5% | +13.6% | +2.0% | +10.4% |
| 3M | +22.8% | +4.2% | +18.6% | +20.6% |
| 6M | +42.5% | -8.2% | +50.7% | +45.4% |
| YTD | +0.5% | -24.1% | +24.6% | +9.0% |
| 1Y | -5.9% | -31.2% | +25.3% | +5.4% |
| 3Y | +79.5% | +35.0% | +44.5% | +54.7% |
| 5Y | +75.3% | +52.6% | +22.7% | +41.1% |
| 10Y | +228.9% | +261.9% | -33.0% | +85.7% |
| All | +540.7% | +508.5% | +32.2% | +165.3% |
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