-6.1%
SE vs LDOS
-8.2%
+2.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.7% | +4.4% |
| 7D | +6.7% | -2.8% | +9.5% | +6.6% |
| 30D | -17.2% | +13.6% | -30.8% | -17.9% |
| 3M | -28.0% | +4.2% | -32.3% | -27.9% |
| 6M | -6.1% | -8.2% | +2.1% | -2.1% |
| All | -6.1% | -8.2% | +2.1% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling