+1,105.7%
SPGI vs LDOS
+509.1%
+596.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | +2.6% | -3.7% | +6.2% | +4.1% |
| 30D | +19.3% | +16.4% | +2.9% | +11.8% |
| 3M | +15.5% | +7.4% | +8.1% | +11.5% |
| 6M | +18.3% | -0.3% | +18.7% | +17.0% |
| YTD | -3.8% | -24.0% | +20.2% | +5.6% |
| 1Y | +1.3% | -29.6% | +30.9% | +14.8% |
| 3Y | +33.6% | +35.1% | -1.5% | +9.2% |
| 5Y | +13.2% | +52.9% | -39.7% | -14.6% |
| 10Y | +346.3% | +262.2% | +84.1% | +118.5% |
| All | +1,105.7% | +509.1% | +596.6% | +335.3% |
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