+22.0%
SPGI vs LDOS
+39.7%
-17.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +0.1% | -5.4% | +5.6% | +1.2% |
| 30D | +8.4% | +4.9% | +3.5% | +7.3% |
| 3M | +11.8% | +7.2% | +4.7% | +9.6% |
| 6M | +5.7% | -24.2% | +30.0% | +11.1% |
| YTD | -9.7% | -25.8% | +16.1% | -5.0% |
| 1Y | -12.5% | -24.7% | +12.3% | -8.3% |
| All | +22.0% | +39.7% | -17.7% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling