+175.1%
SITM vs LDOS
+45.2%
+129.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.5% | +6.0% | +6.4% |
| 7D | +9.7% | -5.4% | +15.1% | +11.4% |
| 30D | +12.7% | +4.9% | +7.8% | +11.3% |
| 3M | -13.4% | +7.2% | -20.6% | -14.9% |
| 6M | +59.6% | -24.2% | +83.9% | +74.2% |
| YTD | +73.3% | -25.8% | +99.1% | +87.4% |
| 1Y | +165.5% | -24.7% | +190.3% | +186.2% |
| 3Y | +368.7% | +39.3% | +329.4% | +275.4% |
| All | +175.1% | +45.2% | +129.8% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling