+515.5%
SIMO vs LDOS
+278.0%
+237.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.6% |
| 7D | +4.2% | -5.4% | +9.6% | +5.6% |
| 30D | +4.1% | +4.9% | -0.8% | +2.8% |
| 3M | -12.9% | +7.2% | -20.1% | -14.6% |
| 6M | +110.3% | -24.2% | +134.6% | +124.9% |
| YTD | +178.6% | -25.8% | +204.4% | +196.7% |
| 1Y | +220.0% | -24.7% | +244.7% | +238.9% |
| 3Y | +409.0% | +39.3% | +369.8% | +331.6% |
| 5Y | +277.3% | +43.3% | +234.0% | +209.3% |
| All | +515.5% | +278.0% | +237.4% | +249.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling