+192.9%
SO vs LDOS
+228.4%
-35.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.9% |
| 7D | -0.9% | -3.5% | +2.5% | 0.0% |
| 30D | +4.9% | +9.5% | -4.6% | +2.3% |
| 3M | +0.8% | -6.3% | +7.1% | +2.2% |
| 6M | +0.6% | +2.8% | -2.2% | -1.1% |
| YTD | +8.7% | -26.6% | +35.3% | +16.5% |
| 1Y | +4.0% | -31.3% | +35.2% | +13.6% |
| 3Y | +50.6% | +30.9% | +19.6% | +28.1% |
| 5Y | +77.5% | +49.4% | +28.1% | +40.7% |
| All | +192.9% | +228.4% | -35.5% | +122.1% |
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 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