+518.9%
LDOS vs SONY
+290.7%
+228.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | +1.9% | +5.2% | -3.3% | +0.7% |
| 30D | +12.8% | +10.7% | +2.0% | +10.2% |
| 3M | -1.0% | +12.1% | -13.1% | -3.5% |
| 6M | +6.2% | +32.6% | -26.4% | -0.5% |
| YTD | -23.2% | +4.3% | -27.6% | -24.4% |
| 1Y | -29.5% | -4.5% | -25.0% | -29.3% |
| 3Y | +37.1% | +56.9% | -19.8% | +20.5% |
| 5Y | +55.6% | +12.5% | +43.2% | +45.2% |
| 10Y | +249.4% | +371.7% | -122.3% | +129.6% |
| All | +518.9% | +290.7% | +228.1% | +298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling