+479.1%
JPM vs LDOS
+254.8%
+224.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +1.2% | +1.9% | -0.7% | +0.5% |
| 30D | +2.7% | +12.8% | -10.1% | -1.9% |
| 3M | -4.5% | -1.0% | -3.4% | -4.6% |
| 6M | +14.3% | +6.2% | +8.1% | +10.3% |
| YTD | +8.2% | -23.2% | +31.4% | +17.3% |
| 1Y | +10.0% | -29.5% | +39.5% | +23.5% |
| 3Y | +149.0% | +37.1% | +111.9% | +99.8% |
| 5Y | +131.0% | +55.6% | +75.4% | +69.1% |
| 10Y | +479.1% | +249.4% | +229.6% | +212.2% |
| All | +479.1% | +254.8% | +224.2% | +212.2% |
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