-31.2%
LDOS vs SONY
-6.4%
-24.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -2.8% | +2.9% | -5.7% | -3.3% |
| 30D | +13.6% | +10.2% | +3.3% | +11.8% |
| 3M | +4.2% | +16.1% | -11.9% | +2.1% |
| 6M | -8.2% | +32.1% | -40.3% | -11.5% |
| YTD | -24.1% | +1.4% | -25.5% | -26.4% |
| 1Y | -31.2% | -7.0% | -24.2% | -33.3% |
| All | -31.2% | -6.4% | -24.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling