+15.3%
SYY vs LDOS
+48.3%
-33.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | +0.3% | -1.6% | +1.9% | +0.6% |
| 30D | -4.8% | +8.2% | -13.0% | -6.0% |
| 3M | -7.1% | -8.2% | +1.1% | -5.6% |
| 6M | +6.8% | +5.8% | +1.0% | +5.2% |
| YTD | +7.7% | -27.0% | +34.6% | +13.9% |
| 1Y | +5.7% | -31.0% | +36.7% | +13.3% |
| 3Y | +24.6% | +29.3% | -4.7% | +8.3% |
| All | +15.3% | +48.3% | -33.0% | -3.7% |
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