+26.1%
JBL vs LDOS
-31.9%
+58.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +6.3% | -1.6% | +8.0% | +6.2% |
| 30D | -13.5% | +8.2% | -21.7% | -13.3% |
| 3M | -31.3% | -8.2% | -23.2% | -31.3% |
| 6M | -28.4% | +5.8% | -34.3% | -27.4% |
| YTD | +11.6% | -27.0% | +38.6% | +11.6% |
| 1Y | +26.1% | -31.0% | +57.1% | +32.1% |
| All | +26.1% | -31.9% | +58.0% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling