+141.2%
AAPL vs LDOS
+54.3%
+86.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +5.0% | +1.9% | +3.1% | +4.7% |
| 30D | +3.5% | +12.8% | -9.3% | +1.6% |
| 3M | +13.1% | -1.0% | +14.1% | +13.1% |
| 6M | +19.0% | +6.2% | +12.8% | +17.2% |
| YTD | +28.5% | -23.2% | +51.8% | +32.5% |
| 1Y | +29.7% | -29.5% | +59.2% | +36.1% |
| 3Y | +89.2% | +37.1% | +52.2% | +65.0% |
| 5Y | +141.2% | +55.6% | +85.6% | +108.4% |
| All | +141.2% | +54.3% | +86.9% | +108.4% |
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