+14.9%
SPGI vs LDOS
+54.3%
-39.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +1.6% | +1.9% | -0.3% | +1.1% |
| 30D | +16.1% | +12.8% | +3.3% | +12.6% |
| 3M | +15.5% | -1.0% | +16.5% | +15.5% |
| 6M | +19.6% | +6.2% | +13.4% | +16.9% |
| YTD | -3.6% | -23.2% | +19.6% | +1.9% |
| 1Y | +2.2% | -29.5% | +31.7% | +10.4% |
| 3Y | +30.1% | +37.1% | -6.9% | +10.8% |
| 5Y | +14.9% | +55.6% | -40.7% | -5.6% |
| All | +14.9% | +54.3% | -39.3% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling