+149.5%
JPM vs LDOS
+35.4%
+114.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -1.8% | -3.7% | +1.9% | -1.3% |
| 30D | +1.8% | +16.4% | -14.6% | -0.5% |
| 3M | -5.6% | +7.4% | -13.0% | -6.9% |
| 6M | +10.1% | -0.3% | +10.4% | +10.0% |
| YTD | +6.7% | -24.0% | +30.7% | +11.5% |
| 1Y | +10.3% | -29.6% | +39.9% | +16.8% |
| All | +149.5% | +35.4% | +114.1% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling