+521.1%
JPM vs LDOS
+248.5%
+272.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | 0.0% |
| 7D | -0.8% | -7.2% | +6.4% | +1.9% |
| 30D | +1.5% | +16.8% | -15.4% | -4.5% |
| 3M | -5.7% | -1.6% | -4.1% | -5.6% |
| 6M | +7.2% | -1.0% | +8.2% | +6.2% |
| YTD | +5.8% | -25.8% | +31.6% | +16.2% |
| 1Y | +8.8% | -31.1% | +39.9% | +23.2% |
| 3Y | +147.4% | +32.8% | +114.6% | +100.5% |
| 5Y | +125.3% | +49.4% | +76.0% | +67.3% |
| All | +521.1% | +248.5% | +272.6% | +201.3% |
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