-59.7%
ADBE vs LDOS
+43.9%
-103.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.3% | -6.9% |
| 7D | -8.6% | -5.4% | -3.2% | -7.4% |
| 30D | +2.8% | +4.9% | -2.1% | +1.6% |
| 3M | +3.1% | +7.2% | -4.1% | +1.1% |
| 6M | -2.4% | -24.2% | +21.8% | +3.3% |
| YTD | -23.9% | -25.8% | +2.0% | -19.3% |
| 1Y | -22.6% | -24.7% | +2.1% | -18.4% |
| 3Y | -52.7% | +39.3% | -92.0% | -58.5% |
| All | -59.7% | +43.9% | -103.6% | -65.9% |
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