+113.0%
SPOT vs LDOS
+43.9%
+69.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.2% |
| 7D | -0.9% | -5.4% | +4.5% | 0.0% |
| 30D | +12.5% | +4.9% | +7.6% | +11.4% |
| 3M | +9.9% | +7.2% | +2.7% | +8.0% |
| 6M | +1.6% | -24.2% | +25.8% | +6.6% |
| YTD | -6.6% | -25.8% | +19.2% | -2.1% |
| 1Y | -22.9% | -24.7% | +1.8% | -19.7% |
| 3Y | +244.3% | +39.3% | +205.0% | +198.2% |
| All | +113.0% | +43.9% | +69.1% | +73.1% |
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