+149.6%
IBM vs LDOS
+248.5%
-98.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.1% |
| 7D | -5.0% | -7.2% | +2.2% | -2.6% |
| 30D | +11.1% | +16.8% | -5.7% | +5.2% |
| 3M | +5.7% | -1.6% | +7.3% | +5.9% |
| 6M | +10.1% | -1.0% | +11.1% | +9.4% |
| YTD | -15.6% | -25.8% | +10.2% | -7.9% |
| 1Y | -19.5% | -31.1% | +11.5% | -10.0% |
| 3Y | +80.4% | +32.8% | +47.6% | +53.3% |
| 5Y | +140.0% | +49.4% | +90.6% | +89.6% |
| All | +149.6% | +248.5% | -98.9% | +57.3% |
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