+47.6%
SOFI vs LDOS
+32.1%
+15.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | 0.0% |
| 7D | +5.6% | -7.1% | +12.8% | +8.6% |
| 30D | -2.0% | -6.1% | +4.0% | +0.2% |
| 3M | +9.2% | +5.6% | +3.5% | +6.0% |
| 6M | -4.7% | -26.9% | +22.2% | +7.9% |
| YTD | -31.2% | -27.9% | -3.3% | -22.1% |
| 1Y | -30.6% | -26.8% | -3.8% | -21.9% |
| 3Y | +110.6% | +39.6% | +71.1% | +75.5% |
| 5Y | +16.4% | +39.4% | -22.9% | -5.9% |
| All | +47.6% | +32.1% | +15.5% | +25.8% |
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