+365.7%
SE vs LDOS
+144.6%
+221.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.9% |
| 7D | +2.0% | -7.2% | +9.2% | +4.5% |
| 30D | -20.0% | +16.8% | -36.8% | -24.7% |
| 3M | -31.8% | -1.6% | -30.2% | -31.9% |
| 6M | -15.9% | -1.0% | -14.9% | -16.8% |
| YTD | -40.6% | -25.8% | -14.9% | -35.3% |
| 1Y | -50.7% | -31.1% | -19.6% | -44.7% |
| 3Y | +70.3% | +32.8% | +37.5% | +40.3% |
| 5Y | -78.8% | +49.4% | -128.2% | -83.8% |
| All | +365.7% | +144.6% | +221.1% | +164.7% |
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