+465.0%
JPM vs LDOS
+226.9%
+238.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.5% | -1.6% | +5.1% | +4.1% |
| 30D | +3.3% | +8.2% | -5.0% | 0.0% |
| 3M | -4.2% | -8.2% | +4.0% | -1.7% |
| 6M | +16.4% | +5.8% | +10.6% | +12.3% |
| YTD | +9.5% | -27.0% | +36.5% | +20.9% |
| 1Y | +14.0% | -31.0% | +45.0% | +28.8% |
| 3Y | +153.1% | +29.3% | +123.8% | +107.7% |
| 5Y | +134.9% | +48.7% | +86.2% | +74.7% |
| All | +465.0% | +226.9% | +238.0% | +217.3% |
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