+1,111.7%
JBL vs LDOS
+248.5%
+863.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.0% |
| 7D | -12.3% | -7.2% | -5.1% | -10.1% |
| 30D | -20.2% | +16.8% | -37.0% | -25.1% |
| 3M | -30.6% | -1.6% | -29.0% | -30.9% |
| 6M | -35.8% | -1.0% | -34.8% | -36.6% |
| YTD | +4.9% | -25.8% | +30.7% | +14.4% |
| 1Y | +11.3% | -31.1% | +42.4% | +25.5% |
| 3Y | +89.1% | +32.8% | +56.3% | +49.9% |
| 5Y | +272.1% | +49.4% | +222.7% | +168.6% |
| All | +1,111.7% | +248.5% | +863.2% | +562.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling