+221.2%
CMCSA vs LDOS
+509.1%
-287.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +12.0% | -3.7% | +15.7% | +13.4% |
| 30D | +17.5% | +16.4% | +1.1% | +11.5% |
| 3M | +2.4% | +7.4% | -5.0% | -0.5% |
| 6M | -2.9% | -0.3% | -2.6% | -3.7% |
| YTD | -6.2% | -24.0% | +17.9% | +1.0% |
| 1Y | +0.4% | -29.6% | +30.0% | +10.7% |
| 3Y | -30.6% | +35.1% | -65.7% | -41.4% |
| 5Y | -41.2% | +52.9% | -94.1% | -53.7% |
| 10Y | +15.2% | +262.2% | -247.1% | -37.3% |
| All | +221.2% | +509.1% | -287.9% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling