+365.1%
SE vs LDOS
+150.4%
+214.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.7% |
| 7D | -1.2% | -3.7% | +2.5% | -0.1% |
| 30D | -21.7% | +16.4% | -38.0% | -26.1% |
| 3M | -34.2% | +7.4% | -41.6% | -36.4% |
| 6M | -10.5% | -0.3% | -10.1% | -11.6% |
| YTD | -40.7% | -24.0% | -16.7% | -35.9% |
| 1Y | -52.1% | -29.6% | -22.5% | -46.6% |
| 3Y | +68.9% | +35.1% | +33.7% | +38.4% |
| 5Y | -78.9% | +52.9% | -131.8% | -83.9% |
| All | +365.1% | +150.4% | +214.7% | +162.3% |
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 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