+325.4%
AVGO vs LDOS
+39.7%
+285.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -3.0% | -5.4% | +2.5% | -2.1% |
| 30D | -14.4% | +4.9% | -19.3% | -15.2% |
| 3M | -14.4% | +7.2% | -21.6% | -15.4% |
| 6M | +13.1% | -24.2% | +37.4% | +19.4% |
| YTD | +3.8% | -25.8% | +29.6% | +9.6% |
| 1Y | +17.8% | -24.7% | +42.5% | +23.4% |
| All | +325.4% | +39.7% | +285.7% | +305.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling