+491.5%
SPG vs LDOS
+509.1%
-17.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +5.0% | -3.7% | +8.7% | +6.6% |
| 30D | +12.3% | +16.4% | -4.1% | +5.0% |
| 3M | +1.9% | +7.4% | -5.6% | -2.0% |
| 6M | +14.4% | -0.3% | +14.8% | +12.8% |
| YTD | +26.5% | -24.0% | +50.5% | +38.0% |
| 1Y | +30.7% | -29.6% | +60.2% | +47.4% |
| 3Y | +122.6% | +35.1% | +87.5% | +78.7% |
| 5Y | +73.3% | +52.9% | +20.4% | +28.0% |
| 10Y | +111.1% | +262.2% | -151.1% | +6.5% |
| All | +491.5% | +509.1% | -17.5% | +117.0% |
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 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