+539.4%
SO vs LDOS
+509.1%
+30.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.4% | -3.7% | +4.1% | +1.2% |
| 30D | +9.2% | +16.4% | -7.1% | +5.6% |
| 3M | +1.1% | +7.4% | -6.3% | -0.8% |
| 6M | -1.1% | -0.3% | -0.7% | -1.7% |
| YTD | +9.7% | -24.0% | +33.7% | +15.0% |
| 1Y | +5.5% | -29.6% | +35.1% | +12.4% |
| 3Y | +47.0% | +35.1% | +11.9% | +31.7% |
| 5Y | +77.6% | +52.9% | +24.7% | +52.5% |
| 10Y | +181.0% | +262.2% | -81.2% | +106.9% |
| All | +539.4% | +509.1% | +30.4% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling