+223.3%
INTC vs LDOS
+278.0%
-54.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.3% |
| 7D | +7.1% | -5.4% | +12.5% | +8.9% |
| 30D | -5.2% | +4.9% | -10.1% | -6.9% |
| 3M | -14.3% | +7.2% | -21.5% | -16.8% |
| 6M | +110.2% | -24.2% | +134.4% | +128.4% |
| YTD | +159.6% | -25.8% | +185.4% | +181.7% |
| 1Y | +289.3% | -24.7% | +314.0% | +318.1% |
| 3Y | +166.1% | +39.3% | +126.8% | +113.5% |
| 5Y | +94.4% | +43.3% | +51.1% | +50.7% |
| All | +223.3% | +278.0% | -54.7% | +83.8% |
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