+116.9%
SRE vs LDOS
+274.0%
-157.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -0.3% | -5.4% | +5.1% | +1.4% |
| 30D | -0.7% | +4.9% | -5.6% | -2.5% |
| 3M | -6.3% | +7.2% | -13.5% | -9.1% |
| 6M | -10.7% | -24.2% | +13.6% | -3.1% |
| YTD | -3.5% | -25.8% | +22.3% | +4.5% |
| 1Y | +5.3% | -24.7% | +30.0% | +13.1% |
| 3Y | +31.8% | +39.3% | -7.5% | +7.4% |
| 5Y | +47.4% | +43.3% | +4.0% | +16.3% |
| All | +116.9% | +274.0% | -157.1% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling