+235.8%
SU vs LDOS
+228.4%
+7.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +1.2% |
| 7D | +0.3% | -3.5% | +3.8% | +1.5% |
| 30D | -7.9% | +9.5% | -17.4% | -11.2% |
| 3M | +9.2% | -6.3% | +15.5% | +11.0% |
| 6M | +5.5% | +2.8% | +2.7% | +2.7% |
| YTD | +59.5% | -26.6% | +86.1% | +74.5% |
| 1Y | +59.9% | -31.3% | +91.2% | +79.8% |
| 3Y | +130.3% | +30.9% | +99.4% | +81.6% |
| 5Y | +225.3% | +49.4% | +175.9% | +134.4% |
| All | +235.8% | +228.4% | +7.4% | +98.2% |
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