+1,475.7%
SMH vs LDOS
+226.9%
+1,248.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.8% |
| 7D | +4.9% | -1.6% | +6.5% | +5.4% |
| 30D | -13.8% | +8.2% | -22.1% | -16.4% |
| 3M | -17.4% | -8.2% | -9.2% | -15.8% |
| 6M | -15.0% | +5.8% | -20.8% | -18.1% |
| YTD | +35.2% | -27.0% | +62.1% | +47.1% |
| 1Y | +41.6% | -31.0% | +72.6% | +57.6% |
| 3Y | +215.6% | +29.3% | +186.3% | +161.6% |
| 5Y | +233.2% | +48.7% | +184.5% | +152.5% |
| All | +1,475.7% | +226.9% | +1,248.8% | +735.3% |
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