+159.7%
GILD vs LDOS
+265.7%
-105.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -4.8% | -3.1% | -1.7% | -4.2% |
| 30D | +5.8% | -8.2% | +14.0% | +7.7% |
| 3M | +14.9% | +5.9% | +9.0% | +13.2% |
| 6M | -0.4% | -25.2% | +24.9% | +5.3% |
| YTD | +18.5% | -28.1% | +46.7% | +25.3% |
| 1Y | +25.1% | -29.7% | +54.8% | +32.8% |
| 3Y | +105.9% | +39.0% | +66.9% | +80.6% |
| 5Y | +143.0% | +41.3% | +101.6% | +109.3% |
| All | +159.7% | +265.7% | -105.9% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling