+397.5%
SPYG vs LDOS
+226.9%
+170.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.3% | -1.6% | +4.0% | +2.8% |
| 30D | -6.5% | +8.2% | -14.7% | -8.9% |
| 3M | -6.8% | -8.2% | +1.3% | -5.0% |
| 6M | -3.1% | +5.8% | -9.0% | -6.0% |
| YTD | +8.0% | -27.0% | +35.0% | +16.9% |
| 1Y | +10.2% | -31.0% | +41.2% | +21.6% |
| 3Y | +91.0% | +29.3% | +61.7% | +61.9% |
| 5Y | +67.7% | +48.7% | +19.0% | +31.8% |
| All | +397.5% | +226.9% | +170.6% | +204.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling