+16.4%
SOFI vs LDOS
+41.1%
-24.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.1% |
| 7D | +5.6% | -7.1% | +12.8% | +8.9% |
| 30D | -2.0% | -6.1% | +4.0% | +0.4% |
| 3M | +9.2% | +5.6% | +3.5% | +5.6% |
| 6M | -4.7% | -26.9% | +22.2% | +9.5% |
| YTD | -31.2% | -27.9% | -3.3% | -20.9% |
| 1Y | -30.6% | -26.8% | -3.8% | -20.8% |
| 3Y | +110.6% | +39.6% | +71.1% | +64.7% |
| 5Y | +16.4% | +39.4% | -22.9% | -12.6% |
| All | +16.4% | +41.1% | -24.7% | -12.6% |
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