+1,524.2%
SMH vs LDOS
+228.4%
+1,295.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.4% |
| 7D | +12.1% | -3.5% | +15.5% | +13.2% |
| 30D | -14.7% | +9.5% | -24.2% | -17.6% |
| 3M | -14.2% | -6.3% | -7.9% | -13.1% |
| 6M | -10.6% | +2.8% | -13.4% | -13.0% |
| YTD | +39.3% | -26.6% | +66.0% | +51.4% |
| 1Y | +41.6% | -31.3% | +72.8% | +57.9% |
| 3Y | +223.4% | +30.9% | +192.4% | +166.7% |
| 5Y | +243.5% | +49.4% | +194.1% | +159.9% |
| All | +1,524.2% | +228.4% | +1,295.8% | +759.8% |
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