+1,523.4%
SMH vs LDOS
+241.3%
+1,282.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.4% | +7.3% | +5.6% |
| 7D | +0.5% | -1.3% | +1.9% | +0.9% |
| 30D | -14.2% | +10.1% | -24.3% | -17.2% |
| 3M | -11.5% | -4.7% | -6.9% | -10.9% |
| 6M | -12.0% | +5.6% | -17.6% | -15.1% |
| YTD | +40.8% | -25.1% | +65.9% | +52.0% |
| 1Y | +44.9% | -31.7% | +76.5% | +62.2% |
| 3Y | +226.7% | +33.7% | +193.0% | +167.8% |
| 5Y | +250.6% | +54.4% | +196.2% | +162.2% |
| 10Y | +1,523.4% | +236.4% | +1,287.0% | +767.4% |
| All | +1,523.4% | +241.3% | +1,282.1% | +767.4% |
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