+89.5%
SPYG vs LDOS
+32.3%
+57.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -3.6% | -7.2% | +3.6% | -3.0% |
| 30D | -11.2% | +16.8% | -28.0% | -12.8% |
| 3M | -8.1% | -1.6% | -6.5% | -8.0% |
| 6M | -3.3% | -1.0% | -2.3% | -3.2% |
| YTD | +5.5% | -25.8% | +31.3% | +9.7% |
| 1Y | +7.0% | -31.1% | +38.0% | +12.7% |
| 3Y | +89.5% | +32.8% | +56.7% | +80.0% |
| All | +89.5% | +32.3% | +57.2% | +80.0% |
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