+312.4%
SYY vs LDOS
+495.0%
-182.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.9% |
| 7D | -7.3% | -7.2% | -0.1% | -4.9% |
| 30D | +0.1% | +16.8% | -16.8% | -4.7% |
| 3M | -8.2% | -1.6% | -6.6% | -8.0% |
| 6M | +6.3% | -1.0% | +7.2% | +5.5% |
| YTD | +7.3% | -25.8% | +33.1% | +16.0% |
| 1Y | +8.5% | -31.1% | +39.6% | +20.1% |
| 3Y | +24.9% | +32.8% | -7.9% | +6.8% |
| 5Y | +8.0% | +49.4% | -41.3% | -13.0% |
| 10Y | +107.2% | +253.9% | -146.7% | +34.8% |
| All | +312.4% | +495.0% | -182.7% | +120.3% |
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