+304.7%
SPOT vs LDOS
+129.8%
+174.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.3% |
| 7D | +1.6% | -7.2% | +8.8% | +3.5% |
| 30D | +17.6% | +16.8% | +0.7% | +13.0% |
| 3M | +26.9% | -1.6% | +28.5% | +27.2% |
| 6M | +41.8% | -1.0% | +42.8% | +41.2% |
| YTD | +3.8% | -25.8% | +29.6% | +10.6% |
| 1Y | -2.5% | -31.1% | +28.6% | +5.9% |
| 3Y | +260.6% | +32.8% | +227.8% | +214.8% |
| 5Y | +108.6% | +49.4% | +59.2% | +72.9% |
| All | +304.7% | +129.8% | +174.8% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling