+121.0%
SRE vs LDOS
+254.8%
-133.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -8.2% | +1.9% | -10.0% | -8.7% |
| 30D | -3.6% | +12.8% | -16.4% | -7.3% |
| 3M | -6.3% | -1.0% | -5.2% | -6.4% |
| 6M | -13.0% | +6.2% | -19.2% | -15.6% |
| YTD | -9.2% | -23.2% | +14.0% | -3.1% |
| 1Y | -13.1% | -29.5% | +16.4% | -4.4% |
| 3Y | +22.4% | +37.1% | -14.6% | +0.4% |
| 5Y | +47.1% | +55.6% | -8.5% | +11.9% |
| 10Y | +121.0% | +249.4% | -128.5% | +60.1% |
| All | +121.0% | +254.8% | -133.9% | +60.1% |
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