+361.1%
CSCO vs LDOS
+278.0%
+83.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.7% | -5.4% | +4.7% | +1.1% |
| 30D | -10.1% | +4.9% | -15.0% | -11.8% |
| 3M | -15.7% | +7.2% | -22.9% | -18.2% |
| 6M | +36.3% | -24.2% | +60.5% | +48.4% |
| YTD | +43.8% | -25.8% | +69.6% | +56.5% |
| 1Y | +63.9% | -24.7% | +88.7% | +76.7% |
| 3Y | +104.4% | +39.3% | +65.1% | +66.4% |
| 5Y | +111.4% | +43.3% | +68.0% | +66.4% |
| All | +361.1% | +278.0% | +83.1% | +151.9% |
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