+76.0%
ILMN vs LDOS
-31.2%
+107.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.5% |
| 7D | -9.7% | -7.2% | -2.5% | -9.5% |
| 30D | -20.4% | +16.8% | -37.2% | -22.0% |
| 3M | +10.0% | -1.6% | +11.6% | +9.4% |
| 6M | +49.5% | -1.0% | +50.5% | +51.0% |
| YTD | +62.5% | -25.8% | +88.3% | +70.3% |
| 1Y | +76.0% | -31.1% | +107.1% | +92.3% |
| All | +76.0% | -31.2% | +107.2% | +92.3% |
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