+171.1%
SLV vs LDOS
+248.5%
-77.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | +5.1% | -7.2% | +12.3% | +5.7% |
| 30D | -12.9% | +16.8% | -29.8% | -14.1% |
| 3M | -16.1% | -1.6% | -14.5% | -16.1% |
| 6M | -33.2% | -1.0% | -32.2% | -33.4% |
| YTD | -27.2% | -25.8% | -1.5% | -25.6% |
| 1Y | +7.6% | -31.1% | +38.7% | +10.8% |
| 3Y | +122.3% | +32.8% | +89.5% | +110.5% |
| 5Y | +109.7% | +49.4% | +60.3% | +94.5% |
| All | +171.1% | +248.5% | -77.4% | +160.5% |
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