-85.6%
SMR vs LDOS
-27.6%
-58.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.7% |
| 7D | -9.5% | -2.8% | -6.7% | -8.8% |
| 30D | -33.2% | +13.6% | -46.8% | -37.1% |
| 3M | -45.9% | +4.2% | -50.2% | -47.4% |
| 6M | -57.9% | -8.2% | -49.7% | -52.5% |
| YTD | -63.8% | -24.1% | -39.7% | -52.1% |
| 1Y | -85.6% | -31.2% | -54.4% | -79.2% |
| All | -85.6% | -27.6% | -58.0% | -79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling