+182.0%
SLV vs LDOS
+228.4%
-46.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.1% |
| 7D | -3.9% | -3.5% | -0.4% | -3.6% |
| 30D | -15.6% | +9.5% | -25.2% | -16.4% |
| 3M | -23.6% | -6.3% | -17.3% | -23.3% |
| 6M | -42.6% | +2.8% | -45.4% | -42.9% |
| YTD | -30.0% | -26.6% | -3.3% | -28.3% |
| 1Y | -6.6% | -31.3% | +24.7% | -3.8% |
| 3Y | +121.8% | +30.9% | +90.9% | +110.0% |
| 5Y | +92.7% | +49.4% | +43.3% | +78.3% |
| All | +182.0% | +228.4% | -46.4% | +165.8% |
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 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