+84.2%
ASML vs LDOS
+52.4%
+31.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.7% |
| 7D | -10.0% | -2.8% | -7.2% | -9.7% |
| 30D | -19.4% | +13.6% | -33.0% | -21.1% |
| 3M | -12.5% | +4.2% | -16.7% | -13.4% |
| 6M | +8.2% | -8.2% | +16.4% | +10.1% |
| YTD | +40.7% | -24.1% | +64.8% | +48.9% |
| 1Y | +46.1% | -31.2% | +77.4% | +58.5% |
| 3Y | +138.5% | +35.0% | +103.5% | +105.4% |
| 5Y | +84.2% | +52.6% | +31.5% | +49.3% |
| All | +84.2% | +52.4% | +31.8% | +49.3% |
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