+44.4%
SITM vs LDOS
-27.6%
+72.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.7% | -10.1% | -9.2% |
| 7D | -19.5% | -2.8% | -16.7% | -20.0% |
| 30D | -43.2% | +13.6% | -56.8% | -41.9% |
| 3M | -30.8% | +4.2% | -35.1% | -30.4% |
| 6M | -28.6% | -8.2% | -20.4% | -27.5% |
| YTD | +14.2% | -24.1% | +38.3% | +10.7% |
| 1Y | +44.4% | -31.2% | +75.6% | +57.3% |
| All | +44.4% | -27.6% | +72.0% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling