+47.6%
LDOS vs SONY
+10.8%
+36.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -2.0% |
| 7D | -7.2% | +6.7% | -13.9% | -8.1% |
| 30D | +16.8% | +14.8% | +2.1% | +14.6% |
| 3M | -1.6% | +16.9% | -18.5% | -3.7% |
| 6M | -1.0% | +30.2% | -31.2% | -4.6% |
| YTD | -25.8% | +5.5% | -31.2% | -26.7% |
| 1Y | -31.1% | -4.6% | -26.5% | -31.1% |
| 3Y | +32.8% | +57.2% | -24.4% | +23.1% |
| All | +47.6% | +10.8% | +36.8% | +38.6% |
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