+1,424.8%
JBL vs LDOS
+274.0%
+1,150.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +3.0% | -5.4% | +8.4% | +5.2% |
| 30D | -8.3% | +4.9% | -13.2% | -10.2% |
| 3M | -16.9% | +7.2% | -24.1% | -19.8% |
| 6M | +21.8% | -24.2% | +46.0% | +34.4% |
| YTD | +36.3% | -25.8% | +62.1% | +49.8% |
| 1Y | +49.5% | -24.7% | +74.2% | +62.7% |
| 3Y | +170.6% | +39.3% | +131.3% | +111.5% |
| 5Y | +408.4% | +43.3% | +365.1% | +278.9% |
| All | +1,424.8% | +274.0% | +1,150.7% | +729.1% |
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