+2,921.5%
SMH vs LDOS
+509.1%
+2,412.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.1% | -11.3% | -11.2% |
| 7D | -20.3% | -3.7% | -16.6% | -19.4% |
| 30D | -29.2% | +16.4% | -45.6% | -33.4% |
| 3M | -21.4% | +7.4% | -28.8% | -24.3% |
| 6M | -14.3% | -0.3% | -14.0% | -15.9% |
| YTD | +24.3% | -24.0% | +48.3% | +33.4% |
| 1Y | +24.9% | -29.6% | +54.5% | +38.1% |
| 3Y | +203.5% | +35.1% | +168.4% | +150.7% |
| 5Y | +211.2% | +52.9% | +158.3% | +138.1% |
| 10Y | +1,376.1% | +262.2% | +1,113.9% | +665.5% |
| All | +2,921.5% | +509.1% | +2,412.5% | +1,064.5% |
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