+5.0%
SMCI vs LDOS
+30.5%
-25.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -6.6% | -1.6% | -5.0% | -6.2% |
| 30D | -24.9% | +8.2% | -33.1% | -27.0% |
| 3M | -31.4% | -8.2% | -23.2% | -30.0% |
| 6M | -16.0% | +5.8% | -21.9% | -18.6% |
| YTD | -8.2% | -27.0% | +18.8% | +0.4% |
| 1Y | -23.4% | -31.0% | +7.6% | -14.3% |
| 3Y | +5.0% | +29.3% | -24.2% | -2.9% |
| All | +5.0% | +30.5% | -25.4% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling