+4,064.6%
LLY vs LDOS
+509.1%
+3,555.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | -0.7% | -3.7% | +3.0% | +0.3% |
| 30D | +17.9% | +16.4% | +1.5% | +13.0% |
| 3M | +16.8% | +7.4% | +9.4% | +14.2% |
| 6M | +38.4% | -0.3% | +38.8% | +37.4% |
| YTD | +27.6% | -24.0% | +51.6% | +35.2% |
| 1Y | +48.3% | -29.6% | +77.9% | +60.6% |
| 3Y | +145.4% | +35.1% | +110.2% | +116.8% |
| 5Y | +438.9% | +52.9% | +386.0% | +351.9% |
| 10Y | +2,101.6% | +262.2% | +1,839.4% | +1,284.2% |
| All | +4,064.6% | +509.1% | +3,555.5% | +2,017.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling