+131.9%
JPM vs LDOS
+52.3%
+79.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.9% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | +2.7% | +10.1% | -7.4% | +0.7% |
| 3M | -4.7% | -4.7% | 0.0% | -4.0% |
| 6M | +15.6% | +5.6% | +10.0% | +13.6% |
| YTD | +8.6% | -25.1% | +33.7% | +14.9% |
| 1Y | +10.9% | -31.7% | +42.6% | +19.8% |
| 3Y | +149.9% | +33.7% | +116.2% | +119.7% |
| 5Y | +131.9% | +54.4% | +77.6% | +97.4% |
| All | +131.9% | +52.3% | +79.7% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling