+200.4%
SE vs LDOS
+39.7%
+160.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -6.1% | -5.4% | -0.7% | -5.2% |
| 30D | -2.5% | +4.9% | -7.3% | -3.4% |
| 3M | +21.7% | +7.2% | +14.5% | +19.6% |
| 6M | +27.0% | -24.2% | +51.2% | +33.8% |
| YTD | -12.1% | -25.8% | +13.7% | -7.6% |
| 1Y | -40.9% | -24.7% | -16.2% | -37.9% |
| All | +200.4% | +39.7% | +160.7% | +200.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling