+307.8%
SPY vs LDOS
+226.9%
+80.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | +2.6% | -1.6% | +4.2% | +3.1% |
| 30D | -2.0% | +8.2% | -10.2% | -4.6% |
| 3M | -2.8% | -8.2% | +5.4% | -0.7% |
| 6M | +2.1% | +5.8% | -3.7% | -0.9% |
| YTD | +11.5% | -27.0% | +38.5% | +20.8% |
| 1Y | +13.5% | -31.0% | +44.4% | +25.3% |
| 3Y | +77.7% | +29.3% | +48.4% | +50.6% |
| 5Y | +72.6% | +48.7% | +23.9% | +35.5% |
| All | +307.8% | +226.9% | +80.9% | +152.0% |
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 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