-3.6%
SMR vs LDOS
+37.1%
-40.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +4.4% | -5.4% | +9.8% | +7.0% |
| 30D | +3.4% | +4.9% | -1.5% | +0.7% |
| 3M | -19.2% | +7.2% | -26.4% | -22.6% |
| 6M | -22.6% | -24.2% | +1.6% | -10.5% |
| YTD | -31.5% | -25.8% | -5.7% | -19.3% |
| 1Y | -73.1% | -24.7% | -48.4% | -68.5% |
| 3Y | +55.0% | +39.3% | +15.7% | +26.2% |
| All | -3.6% | +37.1% | -40.6% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling