+111.9%
INTC vs LDOS
+226.9%
-115.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +6.0% | -1.6% | +7.6% | +6.4% |
| 30D | -39.2% | +8.2% | -47.4% | -41.0% |
| 3M | -42.9% | -8.2% | -34.8% | -42.1% |
| 6M | -50.4% | +5.8% | -56.2% | -52.2% |
| YTD | +61.7% | -27.0% | +88.7% | +74.7% |
| 1Y | +66.1% | -31.0% | +97.1% | +83.2% |
| 3Y | +58.1% | +29.3% | +28.9% | +29.3% |
| 5Y | +27.9% | +48.7% | -20.9% | -4.1% |
| All | +111.9% | +226.9% | -115.0% | +19.4% |
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