+98.8%
SPYG vs LDOS
+39.7%
+59.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | +0.4% | -5.4% | +5.8% | +1.0% |
| 30D | -0.4% | +4.9% | -5.3% | -1.1% |
| 3M | +0.5% | +7.2% | -6.6% | -0.4% |
| 6M | +17.5% | -24.2% | +41.7% | +22.4% |
| YTD | +14.3% | -25.8% | +40.2% | +19.1% |
| 1Y | +21.7% | -24.7% | +46.4% | +26.2% |
| All | +98.8% | +39.7% | +59.1% | +85.3% |
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