+32.2%
SPG vs LDOS
-31.2%
+63.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | +4.9% | -7.2% | +12.1% | +5.3% |
| 30D | +15.6% | +16.8% | -1.2% | +14.9% |
| 3M | +4.1% | -1.6% | +5.7% | +3.9% |
| 6M | +13.6% | -1.0% | +14.6% | +13.2% |
| YTD | +27.5% | -25.8% | +53.3% | +25.9% |
| 1Y | +32.2% | -31.1% | +63.3% | +34.1% |
| All | +32.2% | -31.2% | +63.4% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling