+37.4%
GILD vs LDOS
-24.0%
+61.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.2% |
| 7D | +3.6% | -5.4% | +9.1% | +4.2% |
| 30D | +14.6% | +4.9% | +9.7% | +14.2% |
| 3M | +17.7% | +7.2% | +10.5% | +15.7% |
| 6M | +3.1% | -24.2% | +27.4% | -0.8% |
| YTD | +24.5% | -25.8% | +50.3% | +17.1% |
| 1Y | +37.4% | -24.7% | +62.1% | +24.7% |
| All | +37.4% | -24.0% | +61.4% | +24.7% |
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 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