-51.4%
ILMN vs LDOS
+43.9%
-95.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +1.2% | -5.4% | +6.6% | +2.8% |
| 30D | +9.2% | +4.9% | +4.3% | +7.2% |
| 3M | +29.8% | +7.2% | +22.7% | +26.2% |
| 6M | +69.2% | -24.2% | +93.5% | +84.9% |
| YTD | +66.4% | -25.8% | +92.2% | +81.5% |
| 1Y | +123.4% | -24.7% | +148.1% | +142.2% |
| 3Y | +33.2% | +39.3% | -6.1% | +14.2% |
| All | -51.4% | +43.9% | -95.3% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling