+306.8%
SPOT vs LDOS
+137.7%
+169.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +1.0% | +1.9% | -0.8% | +0.6% |
| 30D | +14.6% | +12.8% | +1.8% | +11.1% |
| 3M | +18.4% | -1.0% | +19.5% | +18.5% |
| 6M | +45.1% | +6.2% | +38.9% | +41.9% |
| YTD | +4.4% | -23.2% | +27.6% | +10.2% |
| 1Y | -2.7% | -29.5% | +26.8% | +5.0% |
| 3Y | +254.6% | +37.1% | +217.5% | +207.1% |
| 5Y | +124.8% | +55.6% | +69.1% | +84.2% |
| All | +306.8% | +137.7% | +169.1% | +144.8% |
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