+88.9%
SYY vs LDOS
+254.8%
-165.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.4% |
| 7D | +4.7% | +1.9% | +2.9% | +3.9% |
| 30D | -0.7% | +12.8% | -13.4% | -5.2% |
| 3M | -6.8% | -1.0% | -5.8% | -6.7% |
| 6M | +8.6% | +6.2% | +2.4% | +4.6% |
| YTD | +8.4% | -23.2% | +31.6% | +18.1% |
| 1Y | +7.1% | -29.5% | +36.6% | +21.2% |
| 3Y | +25.2% | +37.1% | -11.9% | -3.1% |
| 5Y | +13.0% | +55.6% | -42.7% | -21.2% |
| 10Y | +88.9% | +249.4% | -160.5% | +9.9% |
| All | +88.9% | +254.8% | -165.9% | +9.9% |
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