+211.7%
SMH vs LDOS
+37.8%
+173.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -6.7% | +1.9% | -8.6% | -6.9% |
| 30D | -19.8% | +12.8% | -32.6% | -20.8% |
| 3M | -15.1% | -1.0% | -14.0% | -14.9% |
| 6M | -14.6% | +6.2% | -20.8% | -14.7% |
| YTD | +34.3% | -23.2% | +57.5% | +41.7% |
| 1Y | +35.2% | -29.5% | +64.7% | +45.8% |
| 3Y | +211.7% | +37.1% | +174.6% | +203.2% |
| All | +211.7% | +37.8% | +173.9% | +203.2% |
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