+10.9%
SPY vs LDOS
-31.2%
+42.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | -2.7% | -7.2% | +4.5% | -2.4% |
| 30D | -5.4% | +16.8% | -22.2% | -6.1% |
| 3M | -4.1% | -1.6% | -2.5% | -4.0% |
| 6M | +0.7% | -1.0% | +1.7% | +0.9% |
| YTD | +8.7% | -25.8% | +34.4% | +10.1% |
| 1Y | +10.9% | -31.1% | +42.0% | +14.4% |
| All | +10.9% | -31.2% | +42.1% | +14.4% |
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