+22.7%
SITM vs LDOS
-31.2%
+53.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -2.3% | +19.7% | +16.8% |
| 7D | -6.7% | -7.2% | +0.5% | -8.2% |
| 30D | -37.3% | +16.8% | -54.2% | -35.7% |
| 3M | -39.4% | -1.6% | -37.8% | -39.0% |
| 6M | -33.1% | -1.0% | -32.1% | -31.6% |
| YTD | +18.0% | -25.8% | +43.8% | +13.1% |
| 1Y | +22.7% | -31.1% | +53.8% | +26.7% |
| All | +22.7% | -31.2% | +53.9% | +26.7% |
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