+21.1%
SGOV vs LDOS
+35.1%
-14.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +0.3% | +8.2% | -7.9% | +0.3% |
| 3M | +1.0% | -8.2% | +9.1% | +1.0% |
| 6M | +1.9% | +5.8% | -3.9% | +1.9% |
| YTD | +3.2% | -27.0% | +30.2% | +3.2% |
| 1Y | +3.8% | -31.0% | +34.7% | +3.8% |
| 3Y | +14.1% | +29.3% | -15.2% | +14.1% |
| 5Y | +21.0% | +48.7% | -27.7% | +21.0% |
| All | +21.1% | +35.1% | -14.0% | +21.1% |
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 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