+81.4%
ILMN vs LDOS
-30.4%
+111.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +3.5% |
| 7D | -2.6% | -5.8% | +3.3% | -2.4% |
| 30D | -20.6% | +11.6% | -32.2% | -21.8% |
| 3M | +17.5% | -1.0% | +18.5% | +16.9% |
| 6M | +55.6% | +5.1% | +50.6% | +55.5% |
| YTD | +68.3% | -24.0% | +92.4% | +76.1% |
| All | +81.4% | -30.4% | +111.8% | +99.4% |
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