+56.0%
ILMN vs LDOS
+256.7%
-200.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.1% | -8.3% | -8.2% |
| 7D | -28.3% | -3.7% | -24.6% | -27.6% |
| 30D | -24.0% | +16.4% | -40.3% | -28.3% |
| 3M | +4.1% | +7.4% | -3.3% | +0.3% |
| 6M | +49.6% | -0.3% | +49.9% | +47.2% |
| YTD | +58.6% | -24.0% | +82.6% | +71.4% |
| 1Y | +69.9% | -29.6% | +99.5% | +89.2% |
| 3Y | +82.9% | +35.1% | +47.8% | +54.2% |
| 5Y | -47.6% | +52.9% | -100.5% | -58.6% |
| All | +56.0% | +256.7% | -200.7% | -12.5% |
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 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