+152.7%
JPM vs LDOS
+35.8%
+116.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | -0.1% | +1.9% |
| 7D | +0.4% | -5.8% | +6.3% | +1.3% |
| 30D | +2.7% | +11.6% | -8.8% | +1.0% |
| 3M | -3.8% | -1.0% | -2.8% | -3.9% |
| 6M | +14.3% | +5.1% | +9.3% | +13.2% |
| YTD | +8.2% | -24.0% | +32.3% | +13.1% |
| 1Y | +11.0% | -30.3% | +41.2% | +17.6% |
| 3Y | +152.7% | +37.0% | +115.7% | +137.6% |
| All | +152.7% | +35.8% | +116.8% | +137.6% |
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