+13.5%
SPY vs LDOS
-31.9%
+45.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +2.6% | -1.6% | +4.2% | +2.6% |
| 30D | -2.0% | +8.2% | -10.2% | -2.4% |
| 3M | -2.8% | -8.2% | +5.4% | -2.4% |
| 6M | +2.1% | +5.8% | -3.7% | +1.9% |
| YTD | +11.5% | -27.0% | +38.5% | +12.9% |
| 1Y | +13.5% | -31.0% | +44.4% | +16.7% |
| All | +13.5% | -31.9% | +45.4% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling