+319.3%
CSCO vs LDOS
+249.8%
+69.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -4.7% | +1.9% | -6.6% | -5.2% |
| 30D | -17.1% | +12.8% | -29.9% | -20.4% |
| 3M | -19.6% | -1.0% | -18.6% | -19.8% |
| 6M | +2.4% | +6.2% | -3.8% | -0.9% |
| YTD | +29.8% | -23.2% | +53.0% | +39.1% |
| 1Y | +38.7% | -29.5% | +68.2% | +53.3% |
| 3Y | +101.3% | +37.1% | +64.3% | +64.8% |
| 5Y | +94.8% | +55.6% | +39.2% | +47.6% |
| All | +319.3% | +249.8% | +69.5% | +127.6% |
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