+59.8%
SO vs LDOS
+43.9%
+15.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -0.2% | -5.4% | +5.3% | +0.6% |
| 30D | -4.6% | +4.9% | -9.5% | -5.3% |
| 3M | -3.0% | +7.2% | -10.2% | -4.3% |
| 6M | -8.3% | -24.2% | +16.0% | -4.8% |
| YTD | +3.5% | -25.8% | +29.3% | +7.3% |
| 1Y | -0.9% | -24.7% | +23.8% | +2.2% |
| 3Y | +45.4% | +39.3% | +6.1% | +27.5% |
| All | +59.8% | +43.9% | +15.9% | +37.4% |
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