-64.1%
ADBE vs LDOS
+49.1%
-113.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.3% |
| 7D | -4.4% | -7.2% | +2.8% | -2.4% |
| 30D | +2.8% | +16.8% | -14.0% | -1.4% |
| 3M | -8.0% | -1.6% | -6.5% | -7.8% |
| 6M | -4.3% | -1.0% | -3.4% | -4.7% |
| YTD | -31.6% | -25.8% | -5.9% | -27.4% |
| 1Y | -26.9% | -31.1% | +4.2% | -21.0% |
| 3Y | -57.7% | +32.8% | -90.5% | -62.9% |
| All | -64.1% | +49.1% | -113.2% | -69.0% |
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