+175.2%
SO vs LDOS
+248.5%
-73.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | -1.5% | -7.2% | +5.7% | +0.5% |
| 30D | +8.1% | +16.8% | -8.8% | +3.5% |
| 3M | +0.2% | -1.6% | +1.8% | +0.3% |
| 6M | +0.4% | -1.0% | +1.4% | -0.2% |
| YTD | +8.5% | -25.8% | +34.3% | +15.9% |
| 1Y | +4.9% | -31.1% | +36.0% | +14.5% |
| 3Y | +47.9% | +32.8% | +15.1% | +25.6% |
| 5Y | +75.7% | +49.4% | +26.3% | +40.0% |
| All | +175.2% | +248.5% | -73.3% | +121.9% |
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