+169.2%
SITM vs LDOS
+41.1%
+128.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.7% | -1.4% |
| 7D | +8.4% | -7.1% | +15.5% | +10.5% |
| 30D | -17.4% | -6.1% | -11.4% | -16.2% |
| 3M | -9.8% | +5.6% | -15.5% | -11.0% |
| 6M | +83.0% | -26.9% | +109.9% | +101.8% |
| YTD | +69.6% | -27.9% | +97.5% | +84.8% |
| 1Y | +144.9% | -26.8% | +171.7% | +166.0% |
| 3Y | +429.9% | +39.6% | +390.3% | +322.1% |
| 5Y | +169.2% | +39.4% | +129.8% | +113.1% |
| All | +169.2% | +41.1% | +128.1% | +113.1% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling