+498.1%
LDOS vs SONY
+259.3%
+238.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | -5.4% | -1.2% | -4.2% | -5.2% |
| 30D | +4.9% | +9.4% | -4.6% | +2.8% |
| 3M | +7.2% | +10.5% | -3.3% | +4.7% |
| 6M | -24.2% | +11.7% | -35.9% | -26.4% |
| YTD | -25.8% | -4.1% | -21.7% | -25.6% |
| 1Y | -24.7% | -11.8% | -12.9% | -23.3% |
| 3Y | +39.3% | +45.9% | -6.6% | +24.3% |
| 5Y | +43.3% | +16.3% | +27.0% | +32.2% |
| 10Y | +278.6% | +297.6% | -19.0% | +158.0% |
| All | +498.1% | +259.3% | +238.8% | +291.8% |
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