-53.7%
SMR vs LDOS
+34.9%
-88.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -8.3% | -1.6% | -6.6% | -7.6% |
| 30D | -20.1% | +8.2% | -28.3% | -23.3% |
| 3M | -52.7% | -8.2% | -44.5% | -51.3% |
| 6M | -61.0% | +5.8% | -66.9% | -62.9% |
| YTD | -67.1% | -27.0% | -40.1% | -61.3% |
| 1Y | -79.9% | -31.0% | -48.9% | -75.6% |
| 3Y | +101.7% | +29.3% | +72.5% | +69.0% |
| All | -53.7% | +34.9% | -88.6% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling