+177.0%
JBL vs LDOS
+39.7%
+137.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +3.0% | -5.4% | +8.4% | +3.7% |
| 30D | -8.3% | +4.9% | -13.2% | -8.9% |
| 3M | -16.9% | +7.2% | -24.1% | -17.4% |
| 6M | +21.8% | -24.2% | +46.0% | +27.7% |
| YTD | +36.3% | -25.8% | +62.1% | +42.6% |
| 1Y | +49.5% | -24.7% | +74.2% | +55.6% |
| All | +177.0% | +39.7% | +137.3% | +148.9% |
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