+39.2%
SOLS vs LDOS
-27.3%
+66.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.7% | +2.7% |
| 7D | +16.4% | -1.3% | +17.7% | +15.9% |
| 30D | +10.6% | +10.1% | +0.5% | +13.2% |
| 3M | +10.0% | -4.7% | +14.7% | +9.2% |
| 6M | -21.2% | +5.6% | -26.8% | -19.7% |
| YTD | +38.7% | -25.1% | +63.8% | +18.2% |
| 1Y | +46.1% | -31.7% | +77.7% | +23.2% |
| All | +39.2% | -27.3% | +66.5% | +18.8% |
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 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