+428.9%
IBM vs LDOS
+494.7%
-65.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -0.3% | -5.4% | +5.1% | +1.5% |
| 30D | +0.3% | +4.9% | -4.6% | -1.4% |
| 3M | -21.6% | +7.2% | -28.8% | -23.7% |
| 6M | -4.7% | -24.2% | +19.6% | +3.4% |
| YTD | -19.1% | -25.8% | +6.7% | -12.0% |
| 1Y | -2.5% | -24.7% | +22.2% | +5.2% |
| 3Y | +74.2% | +39.3% | +34.9% | +49.7% |
| 5Y | +113.1% | +43.3% | +69.8% | +77.9% |
| 10Y | +133.5% | +278.6% | -145.0% | +40.9% |
| All | +428.9% | +494.7% | -65.8% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling