-46.2%
SE vs LDOS
-31.9%
-14.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | -0.5% | -1.6% | +1.1% | -0.3% |
| 30D | -20.9% | +8.2% | -29.2% | -22.0% |
| 3M | -38.9% | -8.2% | -30.7% | -38.2% |
| 6M | -19.4% | +5.8% | -25.3% | -20.8% |
| YTD | -40.9% | -27.0% | -14.0% | -40.4% |
| 1Y | -46.2% | -31.0% | -15.2% | -44.1% |
| All | -46.2% | -31.9% | -14.3% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling