-31.9%
ADSK vs LDOS
-24.0%
-7.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.5% | -8.8% | -8.5% |
| 7D | -16.4% | -5.4% | -11.0% | -14.6% |
| 30D | -9.2% | +4.9% | -14.1% | -10.7% |
| 3M | -6.7% | +7.2% | -13.9% | -9.8% |
| 6M | -15.5% | -24.2% | +8.7% | -7.4% |
| YTD | -26.4% | -25.8% | -0.6% | -18.4% |
| 1Y | -31.9% | -24.7% | -7.2% | -24.8% |
| All | -31.9% | -24.0% | -7.9% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling