+29.8%
INCY vs LDOS
+248.5%
-218.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.1% |
| 7D | -0.6% | -7.2% | +6.6% | +1.8% |
| 30D | +5.5% | +16.8% | -11.4% | +0.1% |
| 3M | +1.1% | -1.6% | +2.7% | +1.1% |
| 6M | +19.8% | -1.0% | +20.8% | +19.0% |
| YTD | +21.1% | -25.8% | +46.9% | +31.4% |
| 1Y | +13.7% | -31.1% | +44.8% | +26.6% |
| 3Y | +119.3% | +32.8% | +86.5% | +87.9% |
| 5Y | +76.3% | +49.4% | +26.9% | +41.9% |
| All | +29.8% | +248.5% | -218.6% | -42.7% |
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