+589.4%
SE vs LDOS
+144.5%
+444.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -6.1% | -5.4% | -0.7% | -4.2% |
| 30D | -2.5% | +4.9% | -7.3% | -4.4% |
| 3M | +21.7% | +7.2% | +14.5% | +17.5% |
| 6M | +27.0% | -24.2% | +51.2% | +39.4% |
| YTD | -12.1% | -25.8% | +13.7% | -3.6% |
| 1Y | -40.9% | -24.7% | -16.2% | -35.6% |
| 3Y | +191.0% | +39.3% | +151.7% | +135.5% |
| 5Y | -68.3% | +43.3% | -111.6% | -75.2% |
| All | +589.4% | +144.5% | +444.9% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling