+208.4%
ADSK vs LDOS
+260.1%
-51.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.4% |
| 7D | -14.3% | -7.1% | -7.2% | -11.6% |
| 30D | -14.8% | -6.1% | -8.7% | -12.6% |
| 3M | -5.7% | +5.6% | -11.3% | -8.4% |
| 6M | -18.7% | -26.9% | +8.2% | -8.0% |
| YTD | -28.3% | -27.9% | -0.4% | -18.8% |
| 1Y | -35.1% | -26.8% | -8.3% | -27.2% |
| 3Y | -3.2% | +39.6% | -42.8% | -21.7% |
| 5Y | -26.7% | +39.4% | -66.1% | -42.1% |
| 10Y | +208.4% | +260.0% | -51.6% | +51.2% |
| All | +208.4% | +260.1% | -51.7% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling