+59.6%
SPG vs LDOS
+278.0%
-218.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -2.4% | -5.4% | +3.0% | -0.2% |
| 30D | -6.8% | +4.9% | -11.7% | -9.0% |
| 3M | +2.7% | +7.2% | -4.5% | -1.3% |
| 6M | +5.5% | -24.2% | +29.7% | +17.3% |
| YTD | +15.7% | -25.8% | +41.5% | +28.1% |
| 1Y | +20.9% | -24.7% | +45.6% | +32.4% |
| 3Y | +112.4% | +39.3% | +73.1% | +63.3% |
| 5Y | +101.4% | +43.3% | +58.0% | +47.8% |
| All | +59.6% | +278.0% | -218.5% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling