+22.0%
SRE vs LDOS
+35.4%
-13.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -7.1% | -3.7% | -3.4% | -6.8% |
| 30D | -0.2% | +16.4% | -16.6% | -1.5% |
| 3M | -4.9% | +7.4% | -12.3% | -5.7% |
| 6M | -14.1% | -0.3% | -13.8% | -14.1% |
| YTD | -7.5% | -24.0% | +16.5% | -5.4% |
| 1Y | -11.0% | -29.6% | +18.6% | -8.0% |
| All | +22.0% | +35.4% | -13.4% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling