+2,660.6%
AVGO vs LDOS
+226.9%
+2,433.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.3% | -4.6% |
| 7D | +18.2% | -1.6% | +19.8% | +18.8% |
| 30D | +0.2% | +8.2% | -8.0% | -2.9% |
| 3M | -16.8% | -8.2% | -8.6% | -15.1% |
| 6M | -16.5% | +5.8% | -22.3% | -19.6% |
| YTD | +0.8% | -27.0% | +27.8% | +10.0% |
| 1Y | +2.8% | -31.0% | +33.8% | +14.8% |
| 3Y | +278.5% | +29.3% | +249.3% | +213.6% |
| 5Y | +573.1% | +48.7% | +524.3% | +411.7% |
| All | +2,660.6% | +226.9% | +2,433.7% | +1,479.4% |
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 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