+93.9%
ILMN vs LDOS
-27.6%
+121.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.9% |
| 7D | -21.6% | -2.8% | -18.7% | -21.6% |
| 30D | -22.9% | +13.6% | -36.5% | -24.0% |
| 3M | +11.6% | +4.2% | +7.4% | +10.5% |
| 6M | +62.5% | -8.2% | +70.7% | +68.1% |
| YTD | +72.7% | -24.1% | +96.8% | +81.1% |
| 1Y | +93.9% | -31.2% | +125.1% | +111.2% |
| All | +93.9% | -27.6% | +121.5% | +111.2% |
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