+54.3%
JD vs LDOS
+520.6%
-466.2%
-79.1%
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 | -1.7% | -5.4% | +3.7% | -0.2% |
| 30D | -13.2% | +4.9% | -18.0% | -14.5% |
| 3M | -3.2% | +7.2% | -10.4% | -5.6% |
| 6M | +15.2% | -24.2% | +39.5% | +23.5% |
| YTD | +2.0% | -25.8% | +27.8% | +9.2% |
| 1Y | -5.4% | -24.7% | +19.3% | +0.7% |
| 3Y | -9.1% | +39.3% | -48.4% | -22.5% |
| 5Y | -59.6% | +43.3% | -102.9% | -66.7% |
| 10Y | +26.2% | +278.6% | -252.3% | -32.9% |
| All | +54.3% | +520.6% | -466.2% | -27.6% |
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 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