+79.2%
IBM vs LDOS
+37.8%
+41.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | -1.5% | +1.9% | -3.4% | -2.0% |
| 30D | +8.4% | +12.8% | -4.4% | +5.3% |
| 3M | +4.2% | -1.0% | +5.2% | +4.1% |
| 6M | +7.9% | +6.2% | +1.7% | +5.4% |
| YTD | -15.2% | -23.2% | +8.0% | -11.4% |
| 1Y | -18.7% | -29.5% | +10.8% | -13.9% |
| 3Y | +79.2% | +37.1% | +42.1% | +62.6% |
| All | +79.2% | +37.8% | +41.4% | +62.6% |
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 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