+4,507.3%
SITM vs LDOS
+54.7%
+4,452.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.7% | -1.1% |
| 7D | +8.4% | -7.1% | +15.5% | +11.4% |
| 30D | -17.4% | -6.1% | -11.4% | -15.7% |
| 3M | -9.8% | +5.6% | -15.5% | -12.0% |
| 6M | +83.0% | -26.9% | +109.9% | +105.5% |
| YTD | +69.6% | -27.9% | +97.5% | +88.1% |
| 1Y | +144.9% | -26.8% | +171.7% | +170.3% |
| 3Y | +429.9% | +39.6% | +390.3% | +312.6% |
| 5Y | +169.2% | +39.4% | +129.8% | +105.7% |
| All | +4,507.3% | +54.7% | +4,452.6% | +4,734.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling