+331.8%
SPGI vs LDOS
+248.5%
+83.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | +0.3% | -7.2% | +7.5% | +3.1% |
| 30D | +18.4% | +16.8% | +1.5% | +11.5% |
| 3M | +15.7% | -1.6% | +17.3% | +16.0% |
| 6M | +17.3% | -1.0% | +18.2% | +16.4% |
| YTD | -4.7% | -25.8% | +21.0% | +4.8% |
| 1Y | +1.8% | -31.1% | +32.9% | +15.3% |
| 3Y | +31.7% | +32.8% | -1.1% | +8.1% |
| 5Y | +12.1% | +49.4% | -37.3% | -14.9% |
| All | +331.8% | +248.5% | +83.4% | +164.1% |
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 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