+371.6%
JCI vs LDOS
+494.7%
-123.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +3.8% | -5.4% | +9.2% | +5.8% |
| 30D | -5.7% | +4.9% | -10.6% | -7.4% |
| 3M | -1.4% | +7.2% | -8.6% | -4.5% |
| 6M | +4.1% | -24.2% | +28.4% | +13.2% |
| YTD | +21.7% | -25.8% | +47.5% | +31.9% |
| 1Y | +36.1% | -24.7% | +60.8% | +46.2% |
| 3Y | +154.4% | +39.3% | +115.2% | +111.9% |
| 5Y | +112.0% | +43.3% | +68.7% | +71.7% |
| 10Y | +322.2% | +278.6% | +43.7% | +134.8% |
| All | +371.6% | +494.7% | -123.1% | +104.0% |
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