+179.0%
SOXX vs LDOS
+30.5%
+148.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.6% |
| 7D | +9.4% | -1.6% | +11.0% | +9.4% |
| 30D | -13.8% | +8.2% | -22.0% | -14.6% |
| 3M | -18.6% | -8.2% | -10.4% | -18.0% |
| 6M | -15.1% | +5.8% | -21.0% | -15.5% |
| YTD | +49.0% | -27.0% | +76.0% | +58.9% |
| 1Y | +55.3% | -31.0% | +86.3% | +68.3% |
| 3Y | +179.0% | +29.3% | +149.7% | +166.7% |
| All | +179.0% | +30.5% | +148.5% | +166.7% |
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