+130.2%
SRE vs LDOS
+226.9%
-96.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.8% |
| 7D | +1.8% | -1.6% | +3.4% | +2.2% |
| 30D | -3.0% | +8.2% | -11.2% | -5.5% |
| 3M | -7.3% | -8.2% | +0.9% | -5.2% |
| 6M | -11.9% | +5.8% | -17.7% | -14.6% |
| YTD | -7.9% | -27.0% | +19.1% | -0.1% |
| 1Y | -11.1% | -31.0% | +19.8% | -1.7% |
| 3Y | +24.8% | +29.3% | -4.5% | +4.2% |
| 5Y | +52.4% | +48.7% | +3.7% | +17.3% |
| All | +130.2% | +226.9% | -96.8% | +65.7% |
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