-44.8%
CMCSA vs LDOS
+43.9%
-88.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.1% | -5.4% | +3.3% | -1.1% |
| 30D | +7.0% | +4.9% | +2.1% | +6.0% |
| 3M | +15.1% | +7.2% | +7.9% | +13.3% |
| 6M | -15.4% | -24.2% | +8.9% | -11.5% |
| YTD | -1.9% | -25.8% | +23.9% | +2.4% |
| 1Y | -12.7% | -24.7% | +12.0% | -9.4% |
| 3Y | -31.0% | +39.3% | -70.3% | -40.0% |
| All | -44.8% | +43.9% | -88.7% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling