+33.6%
SHOP vs LDOS
-10.3%
+43.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | -13.9% | -3.7% | -10.2% | -13.1% |
| 30D | -12.6% | +16.4% | -29.0% | -13.7% |
| 3M | -0.3% | +7.4% | -7.8% | -0.5% |
| 6M | +33.6% | -0.3% | +33.9% | +37.1% |
| All | +33.6% | -10.3% | +43.8% | +37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling