+120.2%
SPOT vs LDOS
+52.3%
+67.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | -3.0% | -1.3% | -1.6% | -2.7% |
| 30D | +15.2% | +10.1% | +5.1% | +12.9% |
| 3M | +21.6% | -4.7% | +26.2% | +22.4% |
| 6M | +45.2% | +5.6% | +39.6% | +42.9% |
| YTD | +4.9% | -25.1% | +30.0% | +9.9% |
| 1Y | -4.8% | -31.7% | +26.9% | +1.6% |
| 3Y | +256.3% | +33.7% | +222.5% | +206.7% |
| 5Y | +120.2% | +54.4% | +65.8% | +75.0% |
| All | +120.2% | +52.3% | +67.9% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling