-19.3%
SIMO vs LDOS
-8.2%
-11.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.7% | -10.3% | -9.1% |
| 7D | -16.9% | -2.8% | -14.1% | -18.0% |
| 30D | -35.4% | +13.6% | -49.0% | -30.1% |
| 3M | -31.9% | +4.2% | -36.1% | -29.0% |
| 6M | -19.3% | -8.2% | -11.1% | -12.1% |
| All | -19.3% | -8.2% | -11.1% | -12.1% |
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