+311.1%
SPOT vs LDOS
+126.1%
+185.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +1.6% | -1.6% | +3.2% | +2.0% |
| 30D | +16.9% | +8.2% | +8.7% | +14.6% |
| 3M | +23.0% | -8.2% | +31.1% | +25.3% |
| 6M | +42.2% | +5.8% | +36.3% | +39.2% |
| YTD | +5.5% | -27.0% | +32.5% | +12.8% |
| 1Y | -5.1% | -31.0% | +25.9% | +3.0% |
| 3Y | +257.9% | +29.3% | +228.6% | +214.7% |
| 5Y | +118.4% | +48.7% | +69.6% | +81.0% |
| All | +311.1% | +126.1% | +185.0% | +150.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling