+9.5%
SPGI vs LDOS
+43.9%
-34.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +0.1% | -5.4% | +5.6% | +1.5% |
| 30D | +8.4% | +4.9% | +3.5% | +7.0% |
| 3M | +11.8% | +7.2% | +4.7% | +9.3% |
| 6M | +5.7% | -24.2% | +30.0% | +12.5% |
| YTD | -9.7% | -25.8% | +16.1% | -3.7% |
| 1Y | -12.5% | -24.7% | +12.3% | -7.2% |
| 3Y | +21.8% | +39.3% | -17.5% | +4.0% |
| All | +9.5% | +43.9% | -34.4% | -9.1% |
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 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