+328.5%
SMH vs LDOS
+43.9%
+284.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +2.5% | -5.4% | +7.9% | +3.4% |
| 30D | -0.5% | +4.9% | -5.4% | -1.4% |
| 3M | -9.6% | +7.2% | -16.8% | -10.8% |
| 6M | +42.1% | -24.2% | +66.3% | +50.7% |
| YTD | +57.4% | -25.8% | +83.2% | +66.9% |
| 1Y | +96.2% | -24.7% | +120.9% | +106.8% |
| 3Y | +267.9% | +39.3% | +228.6% | +225.8% |
| All | +328.5% | +43.9% | +284.7% | +270.8% |
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 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