+1,156.8%
GILD vs LDOS
+477.7%
+679.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.1% |
| 7D | -2.2% | -7.1% | +5.0% | -0.1% |
| 30D | +10.1% | -6.1% | +16.1% | +12.0% |
| 3M | +15.2% | +5.6% | +9.6% | +13.0% |
| 6M | +3.1% | -26.9% | +30.0% | +12.0% |
| YTD | +20.9% | -27.9% | +48.9% | +30.5% |
| 1Y | +29.8% | -26.8% | +56.6% | +39.2% |
| 3Y | +113.0% | +39.6% | +73.4% | +82.2% |
| 5Y | +144.9% | +39.4% | +105.5% | +105.7% |
| 10Y | +164.5% | +260.0% | -95.4% | +50.7% |
| All | +1,156.8% | +477.7% | +679.1% | +461.5% |
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