+4,681.2%
DELL vs LDOS
+308.3%
+4,372.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +14.9% | -5.4% | +20.3% | +16.8% |
| 30D | +13.3% | +4.9% | +8.4% | +10.7% |
| 3M | +24.4% | +7.2% | +17.2% | +19.9% |
| 6M | +258.0% | -24.2% | +282.3% | +291.3% |
| YTD | +320.2% | -25.8% | +346.0% | +359.5% |
| 1Y | +319.1% | -24.7% | +343.8% | +354.5% |
| 3Y | +706.5% | +39.3% | +667.2% | +555.9% |
| 5Y | +1,071.9% | +43.3% | +1,028.6% | +821.7% |
| 10Y | +4,683.5% | +278.6% | +4,404.9% | +2,703.9% |
| All | +4,681.2% | +308.3% | +4,372.9% | +2,627.4% |
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