-49.5%
SMR vs LDOS
+37.1%
-86.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.3% | +18.6% | +17.2% |
| 7D | -9.6% | -7.2% | -2.4% | -7.0% |
| 30D | -33.8% | +16.8% | -50.6% | -38.7% |
| 3M | -46.4% | -1.6% | -44.8% | -46.6% |
| 6M | -62.4% | -1.0% | -61.4% | -62.8% |
| YTD | -64.1% | -25.8% | -38.4% | -58.2% |
| 1Y | -84.3% | -31.1% | -53.3% | -81.0% |
| 3Y | +55.8% | +32.8% | +23.0% | +29.0% |
| All | -49.5% | +37.1% | -86.6% | -60.1% |
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