-48.4%
SOUN vs LDOS
+36.2%
-84.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -5.0% |
| 7D | -6.1% | +1.9% | -7.9% | -7.1% |
| 30D | -28.2% | +12.8% | -41.0% | -33.4% |
| 3M | -48.1% | -1.0% | -47.1% | -48.2% |
| 6M | -56.4% | +6.2% | -62.6% | -58.4% |
| YTD | -61.2% | -23.2% | -38.0% | -54.9% |
| 1Y | -73.1% | -29.5% | -43.7% | -67.2% |
| 3Y | +116.2% | +37.1% | +79.1% | +69.1% |
| All | -48.4% | +36.2% | -84.6% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling