-63.2%
SMR vs LDOS
-10.3%
-52.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | +0.1% | -14.9% | -14.8% |
| 7D | -26.2% | -3.7% | -22.5% | -26.5% |
| 30D | -45.5% | +16.4% | -61.9% | -44.3% |
| 3M | -53.4% | +7.4% | -60.8% | -52.7% |
| 6M | -63.2% | -0.3% | -62.9% | -64.2% |
| All | -63.2% | -10.3% | -52.9% | -64.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling