-5.6%
SHOP vs LDOS
+43.9%
-49.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -5.1% | -5.4% | +0.3% | -3.3% |
| 30D | +0.6% | +4.9% | -4.3% | -1.3% |
| 3M | +25.0% | +7.2% | +17.8% | +21.1% |
| 6M | +11.9% | -24.2% | +36.2% | +23.0% |
| YTD | -9.9% | -25.8% | +15.9% | -0.5% |
| 1Y | 0.0% | -24.7% | +24.7% | +10.0% |
| 3Y | +117.5% | +39.3% | +78.2% | +96.7% |
| All | -5.6% | +43.9% | -49.5% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling