-31.7%
LDOS vs SONY
-10.0%
-21.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -1.3% | +2.1% | -3.4% | -1.7% |
| 30D | +10.1% | +9.2% | +0.9% | +8.4% |
| 3M | -4.7% | +12.2% | -16.9% | -6.5% |
| 6M | +5.6% | +24.4% | -18.8% | +1.7% |
| YTD | -25.1% | +3.5% | -28.6% | -27.7% |
| 1Y | -31.7% | -9.2% | -22.5% | -34.1% |
| All | -31.7% | -10.0% | -21.7% | -34.1% |
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