+2.6%
CMCSA vs LDOS
-29.6%
+32.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +4.6% | +1.9% | +2.7% | +4.3% |
| 30D | +19.8% | +12.8% | +7.0% | +18.0% |
| 3M | -0.3% | -1.0% | +0.8% | -0.4% |
| 6M | +0.3% | +6.2% | -5.9% | -1.5% |
| YTD | -6.9% | -23.2% | +16.3% | -9.2% |
| 1Y | +2.6% | -29.5% | +32.1% | -0.5% |
| All | +2.6% | -29.6% | +32.2% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling