+91.6%
CSCO vs LDOS
+52.0%
+39.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.1% | -7.7% | -7.6% |
| 7D | -11.9% | -3.7% | -8.2% | -11.4% |
| 30D | -18.8% | +16.4% | -35.2% | -21.1% |
| 3M | -21.2% | +7.4% | -28.6% | -22.6% |
| 6M | +1.9% | -0.3% | +2.2% | +1.7% |
| YTD | +26.1% | -24.0% | +50.1% | +32.6% |
| 1Y | +34.7% | -29.6% | +64.3% | +44.2% |
| 3Y | +94.0% | +35.1% | +58.9% | +68.2% |
| 5Y | +91.6% | +52.9% | +38.7% | +64.3% |
| All | +91.6% | +52.0% | +39.6% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling