+51.4%
JD vs LDOS
+534.9%
-483.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | +9.0% | -2.8% | +11.8% | +9.7% |
| 30D | +5.2% | +13.6% | -8.4% | +1.3% |
| 3M | -15.9% | +4.2% | -20.1% | -17.3% |
| 6M | -7.7% | -8.2% | +0.5% | -6.5% |
| YTD | +0.1% | -24.1% | +24.2% | +6.1% |
| 1Y | -9.7% | -31.2% | +21.5% | -1.5% |
| 3Y | +12.9% | +35.0% | -22.1% | -2.7% |
| 5Y | -60.6% | +52.6% | -113.2% | -68.2% |
| 10Y | +28.4% | +261.9% | -233.5% | -30.4% |
| All | +51.4% | +534.9% | -483.5% | -29.7% |
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