+4,608.4%
SITM vs LDOS
+59.3%
+4,549.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.5% | +6.0% | +6.4% |
| 7D | +9.7% | -5.4% | +15.1% | +12.0% |
| 30D | +12.7% | +4.9% | +7.8% | +10.8% |
| 3M | -13.4% | +7.2% | -20.6% | -16.0% |
| 6M | +59.6% | -24.2% | +83.9% | +76.8% |
| YTD | +73.3% | -25.8% | +99.1% | +90.1% |
| 1Y | +165.5% | -24.7% | +190.3% | +190.0% |
| 3Y | +368.7% | +39.3% | +329.4% | +266.8% |
| 5Y | +172.5% | +43.3% | +129.2% | +106.0% |
| All | +4,608.4% | +59.3% | +4,549.1% | +4,785.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling