+599.1%
ADBE vs LDOS
+494.7%
+104.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.3% | -6.9% |
| 7D | -8.6% | -5.4% | -3.2% | -6.6% |
| 30D | +2.8% | +4.9% | -2.1% | +0.7% |
| 3M | +3.1% | +7.2% | -4.1% | -0.2% |
| 6M | -2.4% | -24.2% | +21.8% | +8.0% |
| YTD | -23.9% | -25.8% | +2.0% | -15.8% |
| 1Y | -22.6% | -24.7% | +2.1% | -15.2% |
| 3Y | -52.7% | +39.3% | -92.0% | -61.2% |
| 5Y | -60.0% | +43.3% | -103.3% | -68.4% |
| 10Y | +157.3% | +278.6% | -121.2% | +27.8% |
| All | +599.1% | +494.7% | +104.4% | +163.4% |
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 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