+509.8%
CSCO vs LDOS
+509.1%
+0.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.1% | -7.7% | -7.7% |
| 7D | -11.9% | -3.7% | -8.2% | -10.8% |
| 30D | -18.8% | +16.4% | -35.2% | -23.6% |
| 3M | -21.2% | +7.4% | -28.6% | -24.0% |
| 6M | +1.9% | -0.3% | +2.2% | +0.3% |
| YTD | +26.1% | -24.0% | +50.1% | +36.0% |
| 1Y | +34.7% | -29.6% | +64.3% | +49.6% |
| 3Y | +94.0% | +35.1% | +58.9% | +59.8% |
| 5Y | +91.6% | +52.9% | +38.7% | +46.4% |
| 10Y | +323.2% | +262.2% | +60.9% | +114.7% |
| All | +509.8% | +509.1% | +0.8% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling