-20.5%
ADSK vs LDOS
+47.7%
-68.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.0% |
| 7D | +4.9% | -7.2% | +12.1% | +7.3% |
| 30D | +11.3% | +16.8% | -5.5% | +6.1% |
| 3M | +7.9% | -1.6% | +9.5% | +8.4% |
| 6M | +7.7% | -1.0% | +8.6% | +7.3% |
| YTD | -11.6% | -25.8% | +14.2% | -4.3% |
| 1Y | -11.2% | -31.1% | +19.8% | -2.0% |
| 3Y | +29.6% | +32.8% | -3.2% | +14.6% |
| All | -20.5% | +47.7% | -68.3% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling