+248.5%
SU vs LDOS
+260.1%
-11.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.9% |
| 7D | -1.0% | -7.1% | +6.2% | +1.7% |
| 30D | +13.7% | -6.1% | +19.7% | +16.2% |
| 3M | +8.0% | +5.6% | +2.4% | +4.9% |
| 6M | +21.0% | -26.9% | +47.9% | +34.6% |
| YTD | +56.2% | -27.9% | +84.2% | +72.8% |
| 1Y | +72.2% | -26.8% | +99.0% | +88.3% |
| 3Y | +118.1% | +39.6% | +78.5% | +67.6% |
| 5Y | +350.3% | +39.4% | +311.0% | +239.6% |
| 10Y | +248.5% | +260.0% | -11.5% | +115.4% |
| All | +248.5% | +260.1% | -11.7% | +115.4% |
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 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