+326.4%
SYY vs LDOS
+494.7%
-168.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -2.3% | -5.4% | +3.1% | -0.6% |
| 30D | -4.9% | +4.9% | -9.8% | -6.6% |
| 3M | +8.4% | +7.2% | +1.2% | +5.0% |
| 6M | -7.4% | -24.2% | +16.9% | +0.4% |
| YTD | +11.0% | -25.8% | +36.8% | +20.1% |
| 1Y | -0.2% | -24.7% | +24.5% | +7.1% |
| 3Y | +23.8% | +39.3% | -15.5% | +3.9% |
| 5Y | +18.1% | +43.3% | -25.2% | -3.4% |
| 10Y | +94.6% | +278.6% | -184.0% | +24.6% |
| All | +326.4% | +494.7% | -168.3% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling