+264.0%
SPOT vs LDOS
+129.7%
+134.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | -0.9% | -5.4% | +4.5% | +0.4% |
| 30D | +12.5% | +4.9% | +7.6% | +11.0% |
| 3M | +9.9% | +7.2% | +2.7% | +7.3% |
| 6M | +1.6% | -24.2% | +25.8% | +8.3% |
| YTD | -6.6% | -25.8% | +19.2% | -0.5% |
| 1Y | -22.9% | -24.7% | +1.8% | -18.4% |
| 3Y | +244.3% | +39.3% | +205.0% | +196.0% |
| 5Y | +117.8% | +43.3% | +74.5% | +82.5% |
| All | +264.0% | +129.7% | +134.3% | +121.1% |
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 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