+1,469.9%
SMH vs LDOS
+262.7%
+1,207.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.7% | +4.3% |
| 7D | -4.1% | -5.8% | +1.7% | -2.4% |
| 30D | -19.2% | +11.6% | -30.8% | -22.3% |
| 3M | -16.4% | -1.0% | -15.4% | -16.8% |
| 6M | -14.0% | +5.1% | -19.0% | -16.7% |
| YTD | +35.3% | -24.0% | +59.4% | +45.6% |
| 1Y | +40.4% | -30.3% | +70.7% | +56.2% |
| 3Y | +226.8% | +37.0% | +189.9% | +165.8% |
| 5Y | +232.3% | +53.4% | +179.0% | +150.1% |
| 10Y | +1,469.9% | +252.0% | +1,218.0% | +761.0% |
| All | +1,469.9% | +262.7% | +1,207.3% | +761.0% |
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