-69.8%
SPCH vs LDOS
+12.5%
-82.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.1% | -18.2% | -18.1% |
| 7D | -27.7% | -3.7% | -24.0% | -26.7% |
| 30D | -51.2% | +16.4% | -67.6% | -59.0% |
| 3M | +11.3% | +7.4% | +3.9% | -4.1% |
| All | -69.8% | +12.5% | -82.3% | -75.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling