+674.5%
SPY vs LDOS
+509.1%
+165.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -4.7% | -3.7% | -1.0% | -3.6% |
| 30D | -5.9% | +16.4% | -22.3% | -10.8% |
| 3M | -4.5% | +7.4% | -12.0% | -7.4% |
| 6M | +1.8% | -0.3% | +2.1% | +0.6% |
| YTD | +8.3% | -24.0% | +32.3% | +16.2% |
| 1Y | +9.3% | -29.6% | +38.9% | +20.4% |
| 3Y | +74.9% | +35.1% | +39.7% | +47.6% |
| 5Y | +67.3% | +52.9% | +14.4% | +32.2% |
| 10Y | +311.6% | +262.2% | +49.3% | +128.7% |
| All | +674.5% | +509.1% | +165.5% | +225.2% |
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