+647.4%
ADSK vs LDOS
+515.5%
+132.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | +3.1% | +1.9% | +1.2% | +2.2% |
| 30D | +10.5% | +12.8% | -2.3% | +4.6% |
| 3M | +1.6% | -1.0% | +2.6% | +1.7% |
| 6M | +6.4% | +6.2% | +0.2% | +2.5% |
| YTD | -12.1% | -23.2% | +11.1% | -2.6% |
| 1Y | -12.9% | -29.5% | +16.6% | +0.3% |
| 3Y | +23.5% | +37.1% | -13.5% | +0.3% |
| 5Y | -18.9% | +55.6% | -74.5% | -39.8% |
| 10Y | +253.9% | +249.4% | +4.5% | +66.3% |
| All | +647.4% | +515.5% | +132.0% | +136.1% |
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