+304.8%
CSCO vs LDOS
+248.5%
+56.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.2% |
| 7D | -10.2% | -7.2% | -3.0% | -8.2% |
| 30D | -20.1% | +16.8% | -36.9% | -24.2% |
| 3M | -22.4% | -1.6% | -20.8% | -22.5% |
| 6M | +2.8% | -1.0% | +3.8% | +1.8% |
| YTD | +23.6% | -25.8% | +49.4% | +33.9% |
| 1Y | +34.0% | -31.1% | +65.1% | +49.1% |
| 3Y | +89.3% | +32.8% | +56.5% | +56.5% |
| 5Y | +87.9% | +49.4% | +38.5% | +44.3% |
| All | +304.8% | +248.5% | +56.4% | +109.8% |
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 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