+24.5%
SSPC vs LDOS
+12.5%
+12.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | +0.1% | +18.2% | +18.3% |
| 7D | +29.9% | -3.7% | +33.6% | +26.3% |
| 30D | +73.6% | +16.4% | +57.2% | +101.5% |
| 3M | -46.3% | +7.4% | -53.7% | -40.4% |
| All | +24.5% | +12.5% | +12.0% | +63.7% |
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 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 · Available span rolling