-63.4%
ADBE vs LDOS
+54.3%
-117.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -3.8% | +1.9% | -5.7% | -4.3% |
| 30D | -2.3% | +12.8% | -15.1% | -5.4% |
| 3M | -13.3% | -1.0% | -12.3% | -13.2% |
| 6M | -6.5% | +6.2% | -12.7% | -8.5% |
| YTD | -32.4% | -23.2% | -9.2% | -28.9% |
| 1Y | -28.0% | -29.5% | +1.5% | -22.7% |
| 3Y | -60.4% | +37.1% | -97.4% | -65.5% |
| 5Y | -63.4% | +55.6% | -119.1% | -69.0% |
| All | -63.4% | +54.3% | -117.7% | -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