+227.4%
SOXX vs LDOS
+39.7%
+187.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.0% |
| 7D | +5.6% | -7.1% | +12.8% | +6.6% |
| 30D | -2.7% | -6.1% | +3.3% | -2.1% |
| 3M | -7.5% | +5.6% | -13.1% | -7.8% |
| 6M | +63.5% | -26.9% | +90.4% | +75.6% |
| YTD | +75.7% | -27.9% | +103.6% | +87.9% |
| 1Y | +113.3% | -26.8% | +140.1% | +126.6% |
| 3Y | +227.4% | +39.6% | +187.8% | +201.9% |
| All | +227.4% | +39.7% | +187.7% | +201.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling