+235.9%
SU vs LDOS
+241.3%
-5.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.7% |
| 7D | -4.3% | -1.3% | -2.9% | -3.9% |
| 30D | -6.2% | +10.1% | -16.3% | -9.7% |
| 3M | +9.7% | -4.7% | +14.4% | +10.9% |
| 6M | +7.3% | +5.6% | +1.7% | +3.5% |
| YTD | +58.7% | -25.1% | +83.8% | +72.4% |
| 1Y | +59.7% | -31.7% | +91.4% | +80.2% |
| 3Y | +129.2% | +33.7% | +95.5% | +79.4% |
| 5Y | +223.7% | +54.4% | +169.3% | +130.1% |
| 10Y | +235.9% | +236.4% | -0.5% | +97.5% |
| All | +235.9% | +241.3% | -5.3% | +97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling