-52.1%
SE vs LDOS
-31.3%
-20.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.7% |
| 7D | -1.2% | -3.7% | +2.5% | -0.9% |
| 30D | -21.7% | +16.4% | -38.0% | -23.3% |
| 3M | -34.2% | +7.4% | -41.6% | -34.9% |
| 6M | -10.5% | -0.3% | -10.1% | -10.7% |
| YTD | -40.7% | -24.0% | -16.7% | -40.4% |
| 1Y | -52.1% | -29.6% | -22.5% | -50.9% |
| All | -52.1% | -31.3% | -20.8% | -50.9% |
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