+37.3%
SOFI vs LDOS
+39.2%
-1.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +2.5% |
| 7D | +0.9% | -5.8% | +6.7% | +3.1% |
| 30D | +6.0% | +11.6% | -5.6% | +1.3% |
| 3M | -8.9% | -1.0% | -7.9% | -9.1% |
| 6M | +6.3% | +5.1% | +1.3% | +3.0% |
| YTD | -36.0% | -24.0% | -12.0% | -29.3% |
| 1Y | -40.6% | -30.3% | -10.3% | -31.9% |
| 3Y | +144.5% | +37.0% | +107.6% | +104.4% |
| 5Y | -24.3% | +53.4% | -77.7% | -40.6% |
| All | +37.3% | +39.2% | -1.9% | +14.1% |
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