+341.8%
SITM vs LDOS
+33.8%
+307.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.8% | +6.5% |
| 7D | +17.2% | -1.3% | +18.5% | +17.2% |
| 30D | -17.1% | +10.1% | -27.2% | -18.6% |
| 3M | -29.2% | -4.7% | -24.5% | -28.8% |
| 6M | -47.6% | +5.6% | -53.2% | -47.7% |
| YTD | +33.8% | -25.1% | +58.9% | +41.9% |
| 1Y | +54.1% | -31.7% | +85.8% | +70.2% |
| All | +341.8% | +33.8% | +307.9% | +285.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling