+69.4%
SPYG vs LDOS
+49.0%
+20.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | +4.2% | -3.5% | +7.7% | +4.8% |
| 30D | -7.4% | +9.5% | -16.9% | -9.0% |
| 3M | -5.3% | -6.3% | +1.0% | -4.5% |
| 6M | -1.2% | +2.8% | -4.0% | -2.2% |
| YTD | +9.0% | -26.6% | +35.6% | +14.9% |
| 1Y | +8.8% | -31.3% | +40.1% | +16.5% |
| 3Y | +92.8% | +30.9% | +61.8% | +69.5% |
| All | +69.4% | +49.0% | +20.4% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling