+2,923.5%
SOXX vs LDOS
+494.7%
+2,428.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +2.2% | -5.4% | +7.6% | +4.4% |
| 30D | -2.0% | +4.9% | -6.9% | -4.2% |
| 3M | -13.7% | +7.2% | -20.9% | -17.1% |
| 6M | +52.4% | -24.2% | +76.6% | +67.4% |
| YTD | +72.8% | -25.8% | +98.6% | +89.5% |
| 1Y | +113.9% | -24.7% | +138.6% | +132.4% |
| 3Y | +210.7% | +39.3% | +171.5% | +151.5% |
| 5Y | +244.6% | +43.3% | +201.3% | +168.2% |
| 10Y | +1,468.0% | +278.6% | +1,189.5% | +668.9% |
| All | +2,923.5% | +494.7% | +2,428.8% | +1,008.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling