+110.3%
SIMO vs LDOS
-25.9%
+136.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.8% |
| 7D | +4.2% | -5.4% | +9.6% | +3.0% |
| 30D | +4.1% | +4.9% | -0.8% | +5.0% |
| 3M | -12.9% | +7.2% | -20.1% | -3.9% |
| 6M | +110.3% | -24.2% | +134.6% | +134.5% |
| All | +110.3% | -25.9% | +136.3% | +134.5% |
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