+107.5%
GILD vs LDOS
+40.3%
+67.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -4.2% | -2.1% | -2.1% | -4.0% |
| 30D | +6.7% | -8.0% | +14.7% | +7.6% |
| 3M | +20.0% | +6.8% | +13.2% | +18.8% |
| 6M | -1.3% | -24.5% | +23.1% | -0.3% |
| YTD | +19.4% | -27.8% | +47.2% | +20.3% |
| 1Y | +28.9% | -27.4% | +56.3% | +29.8% |
| All | +107.5% | +40.3% | +67.2% | +84.4% |
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 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