+442.9%
SRE vs LDOS
+495.0%
-52.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.4% |
| 7D | -9.2% | -7.2% | -2.0% | -7.2% |
| 30D | -1.9% | +16.8% | -18.8% | -6.5% |
| 3M | -6.5% | -1.6% | -5.0% | -6.6% |
| 6M | -15.2% | -1.0% | -14.3% | -15.9% |
| YTD | -9.5% | -25.8% | +16.3% | -2.9% |
| 1Y | -13.2% | -31.1% | +17.9% | -4.8% |
| 3Y | +19.5% | +32.8% | -13.3% | +2.8% |
| 5Y | +43.6% | +49.4% | -5.8% | +16.9% |
| 10Y | +109.9% | +253.9% | -144.0% | +31.4% |
| All | +442.9% | +495.0% | -52.1% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling