+670.5%
INTC vs LDOS
+494.7%
+175.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.3% |
| 7D | +7.1% | -5.4% | +12.5% | +9.1% |
| 30D | -5.2% | +4.9% | -10.1% | -7.1% |
| 3M | -14.3% | +7.2% | -21.5% | -17.3% |
| 6M | +110.2% | -24.2% | +134.4% | +128.7% |
| YTD | +159.6% | -25.8% | +185.4% | +182.1% |
| 1Y | +289.3% | -24.7% | +314.0% | +318.8% |
| 3Y | +166.1% | +39.3% | +126.8% | +116.4% |
| 5Y | +94.4% | +43.3% | +51.1% | +53.2% |
| 10Y | +227.7% | +278.6% | -50.9% | +69.2% |
| All | +670.5% | +494.7% | +175.7% | +208.3% |
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 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