+526.1%
ADSK vs LDOS
+494.7%
+31.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.5% | -8.8% | -8.5% |
| 7D | -16.4% | -5.4% | -11.0% | -14.3% |
| 30D | -9.2% | +4.9% | -14.1% | -11.3% |
| 3M | -6.7% | +7.2% | -13.9% | -10.3% |
| 6M | -15.5% | -24.2% | +8.7% | -4.9% |
| YTD | -26.4% | -25.8% | -0.6% | -16.9% |
| 1Y | -31.9% | -24.7% | -7.2% | -23.9% |
| 3Y | -1.0% | +39.3% | -40.2% | -20.3% |
| 5Y | -24.5% | +43.3% | -67.8% | -41.7% |
| 10Y | +220.4% | +278.6% | -58.2% | +44.4% |
| All | +526.1% | +494.7% | +31.4% | +101.4% |
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