-9.5%
JD vs LDOS
+39.7%
-49.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -1.7% | -5.4% | +3.7% | -1.2% |
| 30D | -13.2% | +4.9% | -18.0% | -13.6% |
| 3M | -3.2% | +7.2% | -10.4% | -4.2% |
| 6M | +15.2% | -24.2% | +39.5% | +18.1% |
| YTD | +2.0% | -25.8% | +27.8% | +4.5% |
| 1Y | -5.4% | -24.7% | +19.3% | -3.2% |
| All | -9.5% | +39.7% | -49.3% | -8.4% |
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