+28.7%
ADSK vs LDOS
+35.8%
-7.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.1% |
| 7D | +2.1% | -5.8% | +7.9% | +4.0% |
| 30D | +11.9% | +11.6% | +0.3% | +8.3% |
| 3M | +5.7% | -1.0% | +6.7% | +6.0% |
| 6M | +7.7% | +5.1% | +2.7% | +5.5% |
| YTD | -11.0% | -24.0% | +13.0% | -5.1% |
| 1Y | -11.4% | -30.3% | +18.9% | -3.6% |
| 3Y | +28.7% | +37.0% | -8.3% | +26.0% |
| All | +28.7% | +35.8% | -7.2% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling