+70.1%
SU vs LDOS
-24.0%
+94.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.3% |
| 7D | +2.9% | -5.4% | +8.3% | +2.9% |
| 30D | +7.2% | +4.9% | +2.3% | +7.3% |
| 3M | +2.8% | +7.2% | -4.3% | +2.9% |
| 6M | +18.2% | -24.2% | +42.5% | +18.4% |
| YTD | +54.0% | -25.8% | +79.8% | +52.7% |
| 1Y | +70.1% | -24.7% | +94.8% | +73.3% |
| All | +70.1% | -24.0% | +94.2% | +73.3% |
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