+93.3%
SPYG vs LDOS
+33.8%
+59.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.9% |
| 7D | -1.5% | -1.3% | -0.2% | -1.4% |
| 30D | -7.2% | +10.1% | -17.3% | -8.3% |
| 3M | -4.6% | -4.7% | 0.0% | -4.2% |
| 6M | -1.2% | +5.6% | -6.8% | -2.0% |
| YTD | +9.3% | -25.1% | +34.4% | +13.5% |
| 1Y | +8.8% | -31.7% | +40.5% | +14.9% |
| All | +93.3% | +33.8% | +59.4% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling