+301.5%
SLV vs LDOS
+509.1%
-207.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.7% | -3.7% | +3.0% | -0.4% |
| 30D | -15.4% | +16.4% | -31.8% | -16.8% |
| 3M | -16.3% | +7.4% | -23.7% | -17.2% |
| 6M | -28.8% | -0.3% | -28.5% | -29.1% |
| YTD | -27.1% | -24.0% | -3.1% | -25.4% |
| 1Y | +7.5% | -29.6% | +37.1% | +11.0% |
| 3Y | +121.2% | +35.1% | +86.0% | +108.8% |
| 5Y | +110.0% | +52.9% | +57.1% | +93.7% |
| 10Y | +168.8% | +262.2% | -93.4% | +118.5% |
| All | +301.5% | +509.1% | -207.5% | +177.7% |
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