+57.3%
LLY vs LDOS
-27.6%
+85.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +10.1% | -2.8% | +12.9% | +10.3% |
| 30D | +24.0% | +13.6% | +10.5% | +23.3% |
| 3M | +27.3% | +4.2% | +23.1% | +27.2% |
| 6M | +47.0% | -8.2% | +55.2% | +46.5% |
| YTD | +32.6% | -24.1% | +56.7% | +32.8% |
| 1Y | +57.3% | -31.2% | +88.6% | +59.1% |
| All | +57.3% | -27.6% | +85.0% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling