+168.6%
JCI vs LDOS
+35.4%
+133.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.5% | -6.5% |
| 7D | -16.9% | -3.7% | -13.2% | -16.8% |
| 30D | -17.2% | +16.4% | -33.6% | -18.4% |
| 3M | -14.2% | +7.4% | -21.6% | -15.0% |
| 6M | -8.7% | -0.3% | -8.4% | -8.4% |
| YTD | +10.7% | -24.0% | +34.7% | +14.7% |
| 1Y | +9.7% | -29.6% | +39.3% | +15.6% |
| All | +168.6% | +35.4% | +133.2% | +133.5% |
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