+379.5%
SE vs LDOS
+150.3%
+229.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.1% |
| 7D | +3.3% | -5.8% | +9.1% | +5.3% |
| 30D | -18.2% | +11.6% | -29.7% | -21.6% |
| 3M | -31.3% | -1.0% | -30.3% | -31.5% |
| 6M | -10.1% | +5.1% | -15.2% | -12.9% |
| YTD | -38.9% | -24.0% | -14.8% | -33.9% |
| 1Y | -48.0% | -30.3% | -17.7% | -41.9% |
| 3Y | +78.8% | +37.0% | +41.9% | +45.6% |
| 5Y | -77.1% | +53.4% | -130.5% | -82.7% |
| All | +379.5% | +150.3% | +229.2% | +170.4% |
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