+115.5%
IBM vs LDOS
+43.9%
+71.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | -5.4% | +5.1% | +0.9% |
| 30D | +0.3% | +4.9% | -4.6% | -0.9% |
| 3M | -21.6% | +7.2% | -28.8% | -23.1% |
| 6M | -4.7% | -24.2% | +19.6% | +0.6% |
| YTD | -19.1% | -25.8% | +6.7% | -14.3% |
| 1Y | -2.5% | -24.7% | +22.2% | +2.7% |
| 3Y | +74.2% | +39.3% | +34.9% | +56.6% |
| All | +115.5% | +43.9% | +71.6% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling