+11.0%
CMCSA vs LDOS
+248.5%
-237.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.6% |
| 7D | +5.0% | -7.2% | +12.2% | +7.4% |
| 30D | +16.5% | +16.8% | -0.4% | +11.0% |
| 3M | -1.6% | -1.6% | 0.0% | -1.4% |
| 6M | -5.0% | -1.0% | -4.1% | -5.4% |
| YTD | -8.3% | -25.8% | +17.5% | -1.4% |
| 1Y | +0.4% | -31.1% | +31.5% | +10.4% |
| 3Y | -31.0% | +32.8% | -63.8% | -41.5% |
| 5Y | -42.5% | +49.4% | -91.9% | -54.5% |
| All | +11.0% | +248.5% | -237.4% | -33.0% |
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