+3,163.8%
SMH vs LDOS
+515.5%
+2,648.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | -6.7% | +1.9% | -8.6% | -7.4% |
| 30D | -19.8% | +12.8% | -32.6% | -23.6% |
| 3M | -15.1% | -1.0% | -14.0% | -15.6% |
| 6M | -14.6% | +6.2% | -20.8% | -18.2% |
| YTD | +34.3% | -23.2% | +57.5% | +43.6% |
| 1Y | +35.2% | -29.5% | +64.7% | +49.4% |
| 3Y | +211.7% | +37.1% | +174.6% | +156.0% |
| 5Y | +240.5% | +55.6% | +184.9% | +158.7% |
| 10Y | +1,487.3% | +249.4% | +1,237.9% | +735.8% |
| All | +3,163.8% | +515.5% | +2,648.3% | +1,152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling