+147.3%
IBM vs LDOS
+226.9%
-79.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +1.6% | -1.6% | +3.2% | +2.1% |
| 30D | +9.2% | +8.2% | +1.0% | +6.1% |
| 3M | +4.9% | -8.2% | +13.1% | +7.6% |
| 6M | +16.8% | +5.8% | +10.9% | +13.4% |
| YTD | -14.3% | -27.0% | +12.7% | -6.0% |
| 1Y | -16.7% | -31.0% | +14.3% | -6.9% |
| 3Y | +82.2% | +29.3% | +52.9% | +56.2% |
| 5Y | +149.9% | +48.7% | +101.2% | +97.3% |
| All | +147.3% | +226.9% | -79.7% | +55.6% |
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