+384.8%
SIMO vs LDOS
+248.5%
+136.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.6% |
| 7D | -22.0% | -7.2% | -14.8% | -21.1% |
| 30D | -43.0% | +16.8% | -59.9% | -45.2% |
| 3M | -39.1% | -1.6% | -37.6% | -39.5% |
| 6M | -33.3% | -1.0% | -32.3% | -33.9% |
| YTD | +77.0% | -25.8% | +102.7% | +86.9% |
| 1Y | +73.0% | -31.1% | +104.1% | +86.7% |
| 3Y | +215.7% | +32.8% | +182.9% | +169.9% |
| 5Y | +155.6% | +49.4% | +106.3% | +104.8% |
| All | +384.8% | +248.5% | +136.3% | +173.7% |
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