+307.4%
JBL vs LDOS
+52.3%
+255.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.1% | +4.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -17.0% | +10.1% | -27.1% | -18.6% |
| 3M | -27.4% | -4.7% | -22.7% | -27.0% |
| 6M | -29.1% | +5.6% | -34.7% | -30.1% |
| YTD | +13.6% | -25.1% | +38.7% | +19.6% |
| 1Y | +22.8% | -31.7% | +54.5% | +32.5% |
| 3Y | +103.0% | +33.7% | +69.3% | +76.0% |
| 5Y | +307.4% | +54.4% | +253.0% | +234.1% |
| All | +307.4% | +52.3% | +255.1% | +234.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling