+25.9%
CSCO vs LDOS
-31.9%
+57.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.2% |
| 7D | +1.9% | -1.6% | +3.5% | +1.9% |
| 30D | -15.8% | +8.2% | -24.1% | -16.1% |
| 3M | -15.4% | -8.2% | -7.2% | -14.9% |
| 6M | -5.4% | +5.8% | -11.2% | -5.0% |
| YTD | +26.5% | -27.0% | +53.4% | +30.4% |
| 1Y | +25.9% | -31.0% | +56.9% | +31.7% |
| All | +25.9% | -31.9% | +57.8% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling