+711.8%
SPY vs LDOS
+494.7%
+217.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.1% | -5.4% | +5.5% | +2.0% |
| 30D | +0.1% | +4.9% | -4.8% | -1.8% |
| 3M | +2.0% | +7.2% | -5.2% | -1.2% |
| 6M | +13.0% | -24.2% | +37.3% | +22.9% |
| YTD | +13.5% | -25.8% | +39.3% | +23.3% |
| 1Y | +20.0% | -24.7% | +44.7% | +29.2% |
| 3Y | +77.2% | +39.3% | +37.9% | +48.2% |
| 5Y | +81.9% | +43.3% | +38.6% | +47.6% |
| 10Y | +314.1% | +278.6% | +35.5% | +126.9% |
| All | +711.8% | +494.7% | +217.1% | +245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling