+55.8%
SMR vs LDOS
+32.3%
+23.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.3% | +18.6% | +17.1% |
| 7D | -9.6% | -7.2% | -2.4% | -7.3% |
| 30D | -33.8% | +16.8% | -50.6% | -38.4% |
| 3M | -46.4% | -1.6% | -44.8% | -46.5% |
| 6M | -62.4% | -1.0% | -61.4% | -62.5% |
| YTD | -64.1% | -25.8% | -38.4% | -57.6% |
| 1Y | -84.3% | -31.1% | -53.3% | -80.9% |
| 3Y | +55.8% | +32.8% | +23.0% | -6.2% |
| All | +55.8% | +32.3% | +23.6% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling