+203.1%
INFY vs LDOS
+495.0%
-292.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.4% |
| 7D | -0.4% | -7.2% | +6.8% | +2.6% |
| 30D | +18.5% | +16.8% | +1.6% | +11.4% |
| 3M | +1.1% | -1.6% | +2.7% | +1.6% |
| 6M | +1.0% | -1.0% | +2.0% | +0.7% |
| YTD | -28.3% | -25.8% | -2.6% | -20.9% |
| 1Y | -21.1% | -31.1% | +10.0% | -10.3% |
| 3Y | -19.5% | +32.8% | -52.3% | -32.3% |
| 5Y | -37.5% | +49.4% | -86.9% | -51.6% |
| 10Y | +117.7% | +253.9% | -136.2% | +7.2% |
| All | +203.1% | +495.0% | -292.0% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling