+329.0%
JCI vs LDOS
+509.1%
-180.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.5% | -6.5% |
| 7D | -16.9% | -3.7% | -13.2% | -16.1% |
| 30D | -17.2% | +16.4% | -33.6% | -21.6% |
| 3M | -14.2% | +7.4% | -21.6% | -17.1% |
| 6M | -8.7% | -0.3% | -8.4% | -10.1% |
| YTD | +10.7% | -24.0% | +34.7% | +18.2% |
| 1Y | +9.7% | -29.6% | +39.3% | +20.2% |
| 3Y | +166.9% | +35.1% | +131.8% | +123.8% |
| 5Y | +93.1% | +52.9% | +40.2% | +51.8% |
| 10Y | +300.3% | +262.2% | +38.1% | +125.0% |
| All | +329.0% | +509.1% | -180.1% | +82.7% |
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