-48.1%
SMR vs LDOS
+41.8%
-90.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.5% |
| 7D | -2.8% | +1.9% | -4.7% | -3.7% |
| 30D | -27.5% | +12.8% | -40.3% | -31.7% |
| 3M | -43.1% | -1.0% | -42.1% | -43.4% |
| 6M | -58.4% | +6.2% | -64.6% | -60.2% |
| YTD | -63.2% | -23.2% | -39.9% | -57.6% |
| 1Y | -81.6% | -29.5% | -52.2% | -77.9% |
| 3Y | +149.8% | +37.1% | +112.7% | +103.9% |
| All | -48.1% | +41.8% | -90.0% | -59.6% |
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