-16.7%
IBM vs LDOS
-31.9%
+15.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +1.6% | -1.6% | +3.2% | +2.0% |
| 30D | +9.2% | +8.2% | +1.0% | +6.4% |
| 3M | +4.9% | -8.2% | +13.1% | +7.1% |
| 6M | +16.8% | +5.8% | +10.9% | +12.9% |
| YTD | -14.3% | -27.0% | +12.7% | -6.7% |
| 1Y | -16.7% | -31.0% | +14.3% | -7.4% |
| All | -16.7% | -31.9% | +15.2% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling