+47.1%
SRE vs LDOS
+54.3%
-7.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -8.2% | +1.9% | -10.0% | -8.5% |
| 30D | -3.6% | +12.8% | -16.4% | -5.7% |
| 3M | -6.3% | -1.0% | -5.2% | -6.3% |
| 6M | -13.0% | +6.2% | -19.2% | -14.4% |
| YTD | -9.2% | -23.2% | +14.0% | -5.3% |
| 1Y | -13.1% | -29.5% | +16.4% | -7.5% |
| 3Y | +22.4% | +37.1% | -14.6% | +4.6% |
| 5Y | +47.1% | +55.6% | -8.5% | +22.4% |
| All | +47.1% | +54.3% | -7.1% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling