+1,237.2%
JBL vs LDOS
+494.7%
+742.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +3.0% | -5.4% | +8.4% | +5.7% |
| 30D | -8.3% | +4.9% | -13.2% | -10.6% |
| 3M | -16.9% | +7.2% | -24.1% | -20.6% |
| 6M | +21.8% | -24.2% | +46.0% | +36.2% |
| YTD | +36.3% | -25.8% | +62.1% | +51.7% |
| 1Y | +49.5% | -24.7% | +74.2% | +64.6% |
| 3Y | +170.6% | +39.3% | +131.3% | +108.2% |
| 5Y | +408.4% | +43.3% | +365.1% | +272.0% |
| 10Y | +1,450.4% | +278.6% | +1,171.8% | +544.3% |
| All | +1,237.2% | +494.7% | +742.4% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling