+2,043.2%
LLY vs LDOS
+248.5%
+1,794.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.2% |
| 7D | -4.5% | -7.2% | +2.7% | -2.7% |
| 30D | +13.9% | +16.8% | -2.9% | +9.4% |
| 3M | +13.8% | -1.6% | +15.3% | +13.9% |
| 6M | +37.6% | -1.0% | +38.6% | +37.0% |
| YTD | +26.6% | -25.8% | +52.4% | +34.8% |
| 1Y | +45.3% | -31.1% | +76.4% | +58.0% |
| 3Y | +132.2% | +32.8% | +99.4% | +105.6% |
| 5Y | +434.7% | +49.4% | +385.3% | +350.7% |
| All | +2,043.2% | +248.5% | +1,794.7% | +1,226.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling