+441.1%
SPG vs LDOS
+494.7%
-53.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -2.4% | -5.4% | +3.0% | -0.1% |
| 30D | -6.8% | +4.9% | -11.7% | -9.1% |
| 3M | +2.7% | +7.2% | -4.5% | -1.5% |
| 6M | +5.5% | -24.2% | +29.7% | +17.2% |
| YTD | +15.7% | -25.8% | +41.5% | +28.0% |
| 1Y | +20.9% | -24.7% | +45.6% | +32.4% |
| 3Y | +112.4% | +39.3% | +73.1% | +68.3% |
| 5Y | +101.4% | +43.3% | +58.0% | +53.5% |
| 10Y | +60.6% | +278.6% | -217.9% | -20.4% |
| All | +441.1% | +494.7% | -53.7% | +101.4% |
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