-29.9%
INTU vs LDOS
+32.3%
-62.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.1% |
| 7D | +0.1% | -7.2% | +7.3% | +2.2% |
| 30D | +15.4% | +16.8% | -1.4% | +10.8% |
| 3M | +6.6% | -1.6% | +8.2% | +7.0% |
| 6M | -11.3% | -1.0% | -10.3% | -11.7% |
| YTD | -47.7% | -25.8% | -22.0% | -44.4% |
| 1Y | -47.0% | -31.1% | -15.9% | -42.9% |
| 3Y | -29.9% | +32.8% | -62.7% | -31.4% |
| All | -29.9% | +32.3% | -62.2% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling