+137.9%
SHOP vs LDOS
+35.4%
+102.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | -13.9% | -3.7% | -10.2% | -12.7% |
| 30D | -12.6% | +16.4% | -29.0% | -16.9% |
| 3M | -0.3% | +7.4% | -7.8% | -3.0% |
| 6M | +33.6% | -0.3% | +33.9% | +33.3% |
| YTD | -10.7% | -24.0% | +13.3% | -1.6% |
| 1Y | -11.8% | -29.6% | +17.8% | -0.8% |
| All | +137.9% | +35.4% | +102.5% | +217.3% |
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