+342.0%
SU vs LDOS
+43.9%
+298.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +3.6% | -5.4% | +9.0% | +4.7% |
| 30D | +7.9% | +4.9% | +3.0% | +6.7% |
| 3M | +3.5% | +7.2% | -3.7% | +1.6% |
| 6M | +19.0% | -24.2% | +43.2% | +26.4% |
| YTD | +55.0% | -25.8% | +80.8% | +64.2% |
| 1Y | +71.2% | -24.7% | +95.9% | +80.0% |
| 3Y | +117.4% | +39.3% | +78.1% | +70.2% |
| All | +342.0% | +43.9% | +298.1% | +234.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling