+52.5%
SOXX vs LDOS
-27.6%
+80.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.9% | -3.0% |
| 7D | -13.7% | -2.8% | -10.9% | -14.1% |
| 30D | -23.6% | +13.6% | -37.2% | -22.0% |
| 3M | -16.9% | +4.2% | -21.1% | -15.9% |
| 6M | -2.4% | -8.2% | +5.8% | +1.1% |
| YTD | +49.8% | -24.1% | +73.9% | +54.7% |
| 1Y | +52.5% | -31.2% | +83.7% | +58.6% |
| All | +52.5% | -27.6% | +80.1% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling