+304.8%
SPY vs LDOS
+254.8%
+50.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -0.6% | +1.9% | -2.5% | -1.2% |
| 30D | -3.7% | +12.8% | -16.5% | -7.3% |
| 3M | -2.7% | -1.0% | -1.7% | -2.9% |
| 6M | +2.2% | +6.2% | -4.0% | -0.8% |
| YTD | +10.8% | -23.2% | +34.0% | +18.3% |
| 1Y | +11.2% | -29.5% | +40.7% | +22.3% |
| 3Y | +76.5% | +37.1% | +39.4% | +47.0% |
| 5Y | +72.9% | +55.6% | +17.3% | +34.0% |
| 10Y | +304.8% | +249.4% | +55.4% | +150.1% |
| All | +304.8% | +254.8% | +50.0% | +150.1% |
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 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