+89.1%
JBL vs LDOS
+32.3%
+56.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.3% |
| 7D | -12.3% | -7.2% | -5.1% | -11.9% |
| 30D | -20.2% | +16.8% | -37.0% | -21.4% |
| 3M | -30.6% | -1.6% | -29.0% | -30.6% |
| 6M | -35.8% | -1.0% | -34.8% | -35.5% |
| YTD | +4.9% | -25.8% | +30.7% | +9.2% |
| 1Y | +11.3% | -31.1% | +42.4% | +17.7% |
| 3Y | +89.1% | +32.8% | +56.3% | +70.8% |
| All | +89.1% | +32.3% | +56.8% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling