-40.0%
INTU vs LDOS
+52.0%
-91.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +7.1% | -3.7% | +10.8% | +8.3% |
| 30D | +23.0% | +16.4% | +6.6% | +17.6% |
| 3M | +8.7% | +7.4% | +1.3% | +6.3% |
| 6M | -10.1% | -0.3% | -9.8% | -10.6% |
| YTD | -45.7% | -24.0% | -21.7% | -41.9% |
| 1Y | -45.1% | -29.6% | -15.5% | -40.1% |
| 3Y | -26.9% | +35.1% | -62.0% | -36.5% |
| 5Y | -40.0% | +52.9% | -92.9% | -49.0% |
| All | -40.0% | +52.0% | -91.9% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling