+16.0%
INCY vs LDOS
+228.4%
-212.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +3.1% | -3.5% | +6.6% | +4.2% |
| 30D | +12.0% | +9.5% | +2.5% | +8.7% |
| 3M | +0.8% | -6.3% | +7.1% | +2.4% |
| 6M | +22.8% | +2.8% | +20.0% | +20.4% |
| YTD | +23.2% | -26.6% | +49.9% | +33.9% |
| 1Y | +12.4% | -31.3% | +43.7% | +24.9% |
| 3Y | +132.1% | +30.9% | +101.1% | +100.3% |
| 5Y | +85.5% | +49.4% | +36.1% | +49.8% |
| All | +16.0% | +228.4% | -212.4% | -31.6% |
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