+6.7%
SPYG vs LDOS
-29.6%
+36.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -1.9% | +1.9% | -3.8% | -2.0% |
| 30D | -9.2% | +12.8% | -21.9% | -9.4% |
| 3M | -6.8% | -1.0% | -5.8% | -6.6% |
| 6M | -2.6% | +6.2% | -8.8% | -2.4% |
| YTD | +7.5% | -23.2% | +30.7% | +9.2% |
| 1Y | +6.7% | -29.5% | +36.2% | +10.3% |
| All | +6.7% | -29.6% | +36.3% | +10.3% |
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