+17.0%
INCY vs LDOS
+241.3%
-224.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +2.4% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | +9.8% | +10.1% | -0.3% | +6.3% |
| 3M | +1.0% | -4.7% | +5.7% | +2.1% |
| 6M | +21.9% | +5.6% | +16.3% | +18.5% |
| YTD | +23.8% | -25.1% | +48.9% | +33.7% |
| 1Y | +13.0% | -31.7% | +44.7% | +26.0% |
| 3Y | +133.2% | +33.7% | +99.5% | +99.9% |
| 5Y | +87.8% | +54.4% | +33.4% | +50.0% |
| 10Y | +17.0% | +236.4% | -219.4% | -31.8% |
| All | +17.0% | +241.3% | -224.3% | -31.8% |
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