+28.4%
JD vs LDOS
+256.7%
-228.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +11.7% | -3.7% | +15.4% | +12.6% |
| 30D | +8.1% | +16.4% | -8.3% | +4.0% |
| 3M | -12.0% | +7.4% | -19.4% | -13.9% |
| 6M | -3.5% | -0.3% | -3.2% | -4.3% |
| YTD | +3.3% | -24.0% | +27.4% | +9.0% |
| 1Y | -7.4% | -29.6% | +22.1% | -0.4% |
| 3Y | +16.6% | +35.1% | -18.5% | +1.7% |
| 5Y | -57.9% | +52.9% | -110.8% | -65.4% |
| All | +28.4% | +256.7% | -228.3% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling