+223.9%
SU vs LDOS
+254.8%
-31.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -10.2% | +1.9% | -12.1% | -10.8% |
| 30D | -6.2% | +12.8% | -19.0% | -10.5% |
| 3M | +8.7% | -1.0% | +9.7% | +8.4% |
| 6M | +7.2% | +6.2% | +1.0% | +3.3% |
| YTD | +55.9% | -23.2% | +79.1% | +67.9% |
| 1Y | +60.4% | -29.5% | +89.9% | +78.9% |
| 3Y | +125.2% | +37.1% | +88.1% | +74.8% |
| 5Y | +216.7% | +55.6% | +161.1% | +125.3% |
| 10Y | +223.9% | +249.4% | -25.6% | +94.3% |
| All | +223.9% | +254.8% | -31.0% | +94.3% |
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 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