+113.9%
SOXX vs LDOS
-24.0%
+137.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.5% |
| 7D | +2.2% | -5.4% | +7.6% | +1.9% |
| 30D | -2.0% | +4.9% | -6.9% | -1.8% |
| 3M | -13.7% | +7.2% | -20.9% | -11.6% |
| 6M | +52.4% | -24.2% | +76.6% | +59.0% |
| YTD | +72.8% | -25.8% | +98.6% | +78.9% |
| 1Y | +113.9% | -24.7% | +138.6% | +119.5% |
| All | +113.9% | -24.0% | +137.9% | +119.5% |
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 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