+72.2%
SPY vs LDOS
+51.2%
+21.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +2.0% |
| 7D | +0.1% | -5.8% | +5.9% | +1.1% |
| 30D | -3.3% | +11.6% | -14.9% | -5.3% |
| 3M | -2.4% | -1.0% | -1.4% | -2.5% |
| 6M | +2.6% | +5.1% | -2.5% | +1.1% |
| YTD | +11.2% | -24.0% | +35.3% | +16.7% |
| 1Y | +13.4% | -30.3% | +43.7% | +21.3% |
| 3Y | +79.9% | +37.0% | +42.9% | +56.6% |
| 5Y | +72.2% | +53.4% | +18.8% | +46.6% |
| All | +72.2% | +51.2% | +21.0% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling