-50.7%
SE vs LDOS
-31.2%
-19.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | +2.0% | -7.2% | +9.2% | +2.7% |
| 30D | -20.0% | +16.8% | -36.8% | -21.8% |
| 3M | -31.8% | -1.6% | -30.2% | -31.7% |
| 6M | -15.9% | -1.0% | -14.9% | -16.2% |
| YTD | -40.6% | -25.8% | -14.9% | -40.2% |
| 1Y | -50.7% | -31.1% | -19.6% | -49.4% |
| All | -50.7% | -31.2% | -19.5% | -49.4% |
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 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