+31.8%
ILMN vs LDOS
+278.0%
-246.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +1.2% | -5.4% | +6.6% | +3.2% |
| 30D | +9.2% | +4.9% | +4.3% | +6.8% |
| 3M | +29.8% | +7.2% | +22.7% | +25.2% |
| 6M | +69.2% | -24.2% | +93.5% | +85.9% |
| YTD | +66.4% | -25.8% | +92.2% | +82.6% |
| 1Y | +123.4% | -24.7% | +148.1% | +143.5% |
| 3Y | +33.2% | +39.3% | -6.1% | +11.5% |
| 5Y | -52.0% | +43.3% | -95.3% | -60.9% |
| All | +31.8% | +278.0% | -246.2% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling