+108.6%
ASML vs LDOS
+43.9%
+64.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +1.1% | -5.4% | +6.5% | +2.0% |
| 30D | +2.2% | +4.9% | -2.7% | +1.3% |
| 3M | -2.3% | +7.2% | -9.5% | -3.4% |
| 6M | +23.0% | -24.2% | +47.2% | +30.3% |
| YTD | +61.1% | -25.8% | +86.9% | +70.7% |
| 1Y | +129.1% | -24.7% | +153.8% | +141.5% |
| 3Y | +165.4% | +39.3% | +126.1% | +130.7% |
| All | +108.6% | +43.9% | +64.7% | +74.8% |
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