-47.9%
SOUN vs LDOS
+32.9%
-80.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +2.4% |
| 7D | -9.5% | -1.3% | -8.2% | -8.9% |
| 30D | -21.3% | +10.1% | -31.4% | -26.1% |
| 3M | -47.2% | -4.7% | -42.6% | -46.2% |
| 6M | -53.7% | +5.6% | -59.3% | -55.8% |
| YTD | -60.8% | -25.1% | -35.7% | -53.9% |
| 1Y | -70.9% | -31.7% | -39.2% | -63.8% |
| 3Y | +118.4% | +33.7% | +84.7% | +73.1% |
| All | -47.9% | +32.9% | -80.8% | -53.5% |
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