+84.6%
SITM vs LDOS
+51.2%
+33.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +32.5% | -3.5% | +36.0% | +33.4% |
| 30D | -18.8% | +9.5% | -28.4% | -21.3% |
| 3M | -30.9% | -6.3% | -24.6% | -30.3% |
| 6M | -44.5% | +2.8% | -47.3% | -45.3% |
| YTD | +33.2% | -26.6% | +59.9% | +43.6% |
| 1Y | +53.8% | -31.3% | +85.1% | +71.0% |
| 3Y | +335.7% | +30.9% | +304.8% | +248.6% |
| 5Y | +84.6% | +49.4% | +35.3% | +39.9% |
| All | +84.6% | +51.2% | +33.4% | +39.9% |
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