+216.7%
SMH vs LDOS
+49.1%
+167.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +3.9% |
| 7D | -11.2% | -7.2% | -4.0% | -10.4% |
| 30D | -25.8% | +16.8% | -42.6% | -27.7% |
| 3M | -18.8% | -1.6% | -17.2% | -18.9% |
| 6M | -15.6% | -1.0% | -14.6% | -15.6% |
| YTD | +28.8% | -25.8% | +54.6% | +36.4% |
| 1Y | +32.6% | -31.1% | +63.6% | +43.1% |
| 3Y | +213.6% | +32.8% | +180.8% | +177.7% |
| All | +216.7% | +49.1% | +167.6% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling