+2,628.7%
AVGO vs LDOS
+278.0%
+2,350.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -3.0% | -5.4% | +2.5% | -1.1% |
| 30D | -14.4% | +4.9% | -19.3% | -16.1% |
| 3M | -14.4% | +7.2% | -21.6% | -17.1% |
| 6M | +13.1% | -24.2% | +37.4% | +24.0% |
| YTD | +3.8% | -25.8% | +29.6% | +13.5% |
| 1Y | +17.8% | -24.7% | +42.5% | +27.5% |
| 3Y | +325.3% | +39.3% | +286.0% | +245.1% |
| 5Y | +689.9% | +43.3% | +646.6% | +519.3% |
| All | +2,628.7% | +278.0% | +2,350.7% | +1,504.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling