+45.2%
LDOS vs SONY
+16.3%
+29.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.7% |
| 3M | +7.2% | +10.5% | -3.3% | +5.7% |
| 6M | -24.2% | +11.7% | -35.9% | -25.5% |
| YTD | -25.8% | -4.1% | -21.7% | -25.7% |
| 1Y | -24.7% | -11.8% | -12.9% | -24.0% |
| 3Y | +39.3% | +45.9% | -6.6% | +30.8% |
| All | +45.2% | +16.3% | +29.0% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling