-30.6%
SOFI vs LDOS
-26.7%
-3.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.2% |
| 7D | +5.6% | -7.1% | +12.8% | +8.1% |
| 30D | -2.0% | -6.1% | +4.0% | -0.1% |
| 3M | +9.2% | +5.6% | +3.5% | +7.1% |
| 6M | -4.7% | -26.9% | +22.2% | +11.0% |
| YTD | -31.2% | -27.9% | -3.3% | -20.7% |
| 1Y | -30.6% | -26.8% | -3.8% | -18.1% |
| All | -30.6% | -26.7% | -3.9% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling