+117.4%
INTC vs LDOS
+228.4%
-111.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.5% |
| 7D | +17.1% | -3.5% | +20.6% | +18.2% |
| 30D | -40.5% | +9.5% | -50.0% | -42.5% |
| 3M | -39.4% | -6.3% | -33.1% | -38.8% |
| 6M | -49.3% | +2.8% | -52.1% | -50.6% |
| YTD | +65.9% | -26.6% | +92.5% | +79.0% |
| 1Y | +61.5% | -31.3% | +92.8% | +78.5% |
| 3Y | +59.6% | +30.9% | +28.7% | +29.9% |
| 5Y | +31.2% | +49.4% | -18.2% | -1.8% |
| All | +117.4% | +228.4% | -111.0% | +22.3% |
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