+175.9%
SLV vs LDOS
+262.7%
-86.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.5% |
| 7D | +5.6% | -5.8% | +11.5% | +6.2% |
| 30D | -12.1% | +11.6% | -23.7% | -13.0% |
| 3M | -16.3% | -1.0% | -15.3% | -16.3% |
| 6M | -34.1% | +5.1% | -39.1% | -34.6% |
| YTD | -25.3% | -24.0% | -1.2% | -23.8% |
| 1Y | +9.6% | -30.3% | +39.9% | +12.8% |
| 3Y | +132.7% | +37.0% | +95.7% | +119.6% |
| 5Y | +113.7% | +53.4% | +60.3% | +97.6% |
| 10Y | +175.9% | +252.0% | -76.1% | +176.6% |
| All | +175.9% | +262.7% | -86.8% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling