+41.3%
LDOS vs SONY
+46.9%
-5.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | -5.4% | -1.2% | -4.2% | -5.3% |
| 30D | +4.9% | +9.4% | -4.6% | +3.9% |
| 3M | +7.2% | +10.5% | -3.3% | +5.8% |
| 6M | -24.2% | +11.7% | -35.9% | -25.3% |
| YTD | -25.8% | -4.1% | -21.7% | -25.9% |
| 1Y | -24.7% | -11.8% | -12.9% | -24.2% |
| All | +41.3% | +46.9% | -5.7% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling