+11.2%
SPYG vs LDOS
-27.6%
+38.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.2% |
| 7D | -2.8% | -2.8% | 0.0% | -2.8% |
| 30D | -6.2% | +13.6% | -19.8% | -6.5% |
| 3M | -3.6% | +4.2% | -7.8% | -3.6% |
| 6M | +4.8% | -8.2% | +13.0% | +5.7% |
| YTD | +11.0% | -24.1% | +35.1% | +12.9% |
| 1Y | +11.2% | -31.2% | +42.4% | +15.2% |
| All | +11.2% | -27.6% | +38.8% | +15.2% |
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 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