+546.5%
ADBE vs LDOS
+509.1%
+37.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -0.7% | -3.7% | +3.0% | +0.8% |
| 30D | +3.5% | +16.4% | -12.9% | -2.6% |
| 3M | -5.0% | +7.4% | -12.4% | -7.8% |
| 6M | -3.6% | -0.3% | -3.3% | -4.2% |
| YTD | -29.6% | -24.0% | -5.6% | -22.9% |
| 1Y | -26.6% | -29.6% | +3.0% | -17.2% |
| 3Y | -56.3% | +35.1% | -91.4% | -63.6% |
| 5Y | -62.8% | +52.9% | -115.7% | -71.3% |
| 10Y | +132.1% | +262.2% | -130.2% | +17.6% |
| All | +546.5% | +509.1% | +37.4% | +141.2% |
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