+308.8%
SPOT vs LDOS
+131.9%
+176.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.1% |
| 7D | -3.0% | -1.3% | -1.6% | -2.6% |
| 30D | +15.2% | +10.1% | +5.1% | +12.4% |
| 3M | +21.6% | -4.7% | +26.2% | +22.8% |
| 6M | +45.2% | +5.6% | +39.6% | +42.2% |
| YTD | +4.9% | -25.1% | +30.0% | +11.4% |
| 1Y | -4.8% | -31.7% | +26.9% | +3.6% |
| 3Y | +256.3% | +33.7% | +222.5% | +210.4% |
| 5Y | +120.2% | +54.4% | +65.8% | +80.7% |
| All | +308.8% | +131.9% | +176.8% | +147.5% |
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