+472.7%
LLY vs LDOS
+52.3%
+420.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.8% |
| 7D | +1.4% | -1.3% | +2.7% | +1.6% |
| 30D | +21.5% | +10.1% | +11.4% | +19.3% |
| 3M | +18.5% | -4.7% | +23.1% | +19.4% |
| 6M | +49.1% | +5.6% | +43.5% | +47.0% |
| YTD | +34.4% | -25.1% | +59.5% | +41.1% |
| 1Y | +46.3% | -31.7% | +78.0% | +57.0% |
| 3Y | +145.5% | +33.7% | +111.8% | +123.1% |
| 5Y | +472.7% | +54.4% | +418.3% | +415.1% |
| All | +472.7% | +52.3% | +420.4% | +415.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling