+1,060.1%
INTU vs LDOS
+508.5%
+551.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.2% |
| 7D | +8.7% | -2.8% | +11.5% | +9.8% |
| 30D | +25.9% | +13.6% | +12.3% | +19.6% |
| 3M | +10.7% | +4.2% | +6.5% | +8.6% |
| 6M | -11.6% | -8.2% | -3.4% | -9.4% |
| YTD | -45.4% | -24.1% | -21.3% | -40.0% |
| 1Y | -45.2% | -31.2% | -14.0% | -37.5% |
| 3Y | -26.5% | +35.0% | -61.5% | -38.1% |
| 5Y | -40.7% | +52.6% | -93.3% | -53.5% |
| 10Y | +267.2% | +261.9% | +5.4% | +101.1% |
| All | +1,060.1% | +508.5% | +551.7% | +383.8% |
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