+11.3%
SPCH vs LDOS
+5.1%
+6.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.1% | -18.2% | -18.0% |
| 7D | -27.7% | -3.7% | -24.0% | -28.5% |
| 30D | -51.2% | +16.4% | -67.6% | -51.4% |
| 3M | +11.3% | +7.4% | +3.9% | +13.0% |
| All | +11.3% | +5.1% | +6.2% | +13.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling