+320.2%
INTC vs LDOS
+509.1%
-188.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.1% | -10.4% | -10.4% |
| 7D | -43.2% | -3.7% | -39.6% | -42.7% |
| 30D | -53.6% | +16.4% | -69.9% | -56.3% |
| 3M | -48.3% | +7.4% | -55.7% | -50.3% |
| 6M | -51.7% | -0.3% | -51.4% | -52.7% |
| YTD | +41.6% | -24.0% | +65.6% | +51.0% |
| 1Y | +36.1% | -29.6% | +65.7% | +49.3% |
| 3Y | +39.3% | +35.1% | +4.2% | +14.0% |
| 5Y | +10.6% | +52.9% | -42.3% | -15.7% |
| 10Y | +90.4% | +262.2% | -171.8% | -0.7% |
| All | +320.2% | +509.1% | -188.8% | +65.0% |
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