+203.1%
SIMO vs LDOS
+35.4%
+167.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.1% | -14.5% | -14.4% |
| 7D | -31.4% | -3.7% | -27.7% | -31.6% |
| 30D | -45.2% | +16.4% | -61.5% | -44.5% |
| 3M | -36.5% | +7.4% | -43.9% | -36.1% |
| 6M | -34.2% | -0.3% | -33.9% | -32.4% |
| YTD | +69.9% | -24.0% | +93.9% | +77.1% |
| 1Y | +60.4% | -29.6% | +90.0% | +69.5% |
| All | +203.1% | +35.4% | +167.8% | +179.4% |
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