+3,107.0%
SITM vs LDOS
+59.3%
+3,047.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -2.3% | +19.7% | +18.2% |
| 7D | -6.7% | -7.2% | +0.5% | -4.7% |
| 30D | -37.3% | +16.8% | -54.2% | -41.4% |
| 3M | -39.4% | -1.6% | -37.8% | -39.9% |
| 6M | -33.1% | -1.0% | -32.1% | -34.2% |
| YTD | +18.0% | -25.8% | +43.8% | +27.9% |
| 1Y | +22.7% | -31.1% | +53.8% | +37.9% |
| 3Y | +283.8% | +32.8% | +251.0% | +204.0% |
| 5Y | +45.0% | +49.4% | -4.3% | +6.5% |
| All | +3,107.0% | +59.3% | +3,047.7% | +3,186.8% |
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