-4.9%
SHOP vs LDOS
-27.6%
+22.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.0% |
| 7D | -9.0% | -2.8% | -6.2% | -7.8% |
| 30D | -4.4% | +13.6% | -18.0% | -9.3% |
| 3M | +24.1% | +4.2% | +19.9% | +21.4% |
| 6M | +20.0% | -8.2% | +28.2% | +30.5% |
| YTD | -4.9% | -24.1% | +19.2% | +12.5% |
| 1Y | -4.9% | -31.2% | +26.3% | +21.0% |
| All | -4.9% | -27.6% | +22.7% | +21.0% |
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 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