+1,031.9%
SPGI vs LDOS
+494.7%
+537.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +0.1% | -5.4% | +5.6% | +2.4% |
| 30D | +8.4% | +4.9% | +3.5% | +6.0% |
| 3M | +11.8% | +7.2% | +4.7% | +7.6% |
| 6M | +5.7% | -24.2% | +30.0% | +17.4% |
| YTD | -9.7% | -25.8% | +16.1% | +0.3% |
| 1Y | -12.5% | -24.7% | +12.3% | -3.7% |
| 3Y | +21.8% | +39.3% | -17.5% | -1.8% |
| 5Y | +8.2% | +43.3% | -35.1% | -16.0% |
| 10Y | +309.5% | +278.6% | +30.9% | +96.6% |
| All | +1,031.9% | +494.7% | +537.2% | +313.7% |
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