+257.3%
SOXX vs LDOS
+38.1%
+219.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +0.8% |
| 7D | +6.1% | -4.2% | +10.3% | +6.9% |
| 30D | +0.5% | -7.9% | +8.4% | +1.9% |
| 3M | -5.3% | +4.1% | -9.4% | -6.1% |
| 6M | +58.3% | -28.2% | +86.5% | +70.8% |
| YTD | +76.8% | -28.5% | +105.4% | +89.7% |
| 1Y | +114.6% | -27.7% | +142.3% | +129.0% |
| 3Y | +229.6% | +38.4% | +191.2% | +189.5% |
| 5Y | +257.3% | +38.0% | +219.4% | +209.3% |
| All | +257.3% | +38.1% | +219.2% | +209.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling