+38.2%
SITM vs LDOS
-29.6%
+67.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -2.5% |
| 7D | -0.1% | +1.9% | -2.0% | +0.4% |
| 30D | -27.4% | +12.8% | -40.2% | -25.7% |
| 3M | -35.6% | -1.0% | -34.6% | -34.9% |
| 6M | -46.6% | +6.2% | -52.8% | -44.5% |
| YTD | +25.8% | -23.2% | +49.1% | +21.7% |
| 1Y | +38.2% | -29.5% | +67.7% | +48.1% |
| All | +38.2% | -29.6% | +67.9% | +48.1% |
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 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