-13.1%
SRE vs LDOS
-29.6%
+16.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | -8.2% | +1.9% | -10.0% | -8.2% |
| 30D | -3.6% | +12.8% | -16.4% | -3.8% |
| 3M | -6.3% | -1.0% | -5.2% | -6.3% |
| 6M | -13.0% | +6.2% | -19.2% | -13.2% |
| YTD | -9.2% | -23.2% | +14.0% | -10.1% |
| 1Y | -13.1% | -29.5% | +16.4% | -13.3% |
| All | -13.1% | -29.6% | +16.5% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling