+49.3%
SOFI vs LDOS
+36.0%
+13.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +0.9% | -5.4% | +6.3% | +3.0% |
| 30D | -0.2% | +4.9% | -5.1% | -2.4% |
| 3M | +6.2% | +7.2% | -0.9% | +2.6% |
| 6M | -2.6% | -24.2% | +21.7% | +8.7% |
| YTD | -30.4% | -25.8% | -4.6% | -22.0% |
| 1Y | -28.2% | -24.7% | -3.5% | -20.0% |
| 3Y | +107.3% | +39.3% | +68.0% | +72.8% |
| 5Y | +20.2% | +43.3% | -23.1% | -3.9% |
| All | +49.3% | +36.0% | +13.3% | +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 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