+32.9%
SOFI vs LDOS
+36.1%
-3.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.9% |
| 7D | -3.3% | -7.2% | +3.9% | -0.7% |
| 30D | +3.5% | +16.8% | -13.3% | -2.9% |
| 3M | -10.4% | -1.6% | -8.9% | -10.5% |
| 6M | -0.6% | -1.0% | +0.4% | -1.3% |
| YTD | -38.1% | -25.8% | -12.3% | -31.0% |
| 1Y | -40.3% | -31.1% | -9.2% | -31.3% |
| 3Y | +116.4% | +32.8% | +83.6% | +83.1% |
| 5Y | -28.2% | +49.4% | -77.6% | -43.1% |
| All | +32.9% | +36.1% | -3.2% | +11.3% |
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