+2,506.7%
SOXX vs LDOS
+485.4%
+2,021.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.5% |
| 7D | +9.4% | -1.6% | +11.0% | +10.0% |
| 30D | -13.8% | +8.2% | -22.0% | -16.8% |
| 3M | -18.6% | -8.2% | -10.4% | -16.9% |
| 6M | -15.1% | +5.8% | -21.0% | -19.0% |
| YTD | +49.0% | -27.0% | +76.0% | +62.6% |
| 1Y | +55.3% | -31.0% | +86.3% | +73.5% |
| 3Y | +179.0% | +29.3% | +149.7% | +131.1% |
| 5Y | +166.5% | +48.7% | +117.8% | +102.2% |
| 10Y | +1,203.0% | +228.0% | +975.0% | +573.7% |
| All | +2,506.7% | +485.4% | +2,021.3% | +851.7% |
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 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