+8.3%
DIS vs LDOS
-27.6%
+35.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +9.1% | -2.8% | +11.9% | +9.5% |
| 30D | +14.8% | +13.6% | +1.2% | +11.8% |
| 3M | +21.2% | +4.2% | +16.9% | +19.6% |
| 6M | +18.3% | -8.2% | +26.5% | +19.1% |
| YTD | +5.4% | -24.1% | +29.4% | +9.7% |
| 1Y | +8.3% | -31.2% | +39.5% | +16.1% |
| All | +8.3% | -27.6% | +35.9% | +16.1% |
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