+377.0%
DELL vs LDOS
+32.3%
+344.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +3.8% |
| 7D | -22.6% | -7.2% | -15.4% | -22.2% |
| 30D | -43.2% | +16.8% | -60.0% | -44.2% |
| 3M | -24.8% | -1.6% | -23.2% | -24.9% |
| 6M | +38.0% | -1.0% | +39.0% | +38.1% |
| YTD | +163.7% | -25.8% | +189.5% | +181.6% |
| 1Y | +122.5% | -31.1% | +153.6% | +142.7% |
| 3Y | +377.0% | +32.8% | +344.2% | +450.7% |
| All | +377.0% | +32.3% | +344.7% | +450.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling