+3,407.3%
LLY vs LDOS
+494.7%
+2,912.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.1% | -5.4% | +3.3% | -0.7% |
| 30D | -1.6% | +4.9% | -6.5% | -3.0% |
| 3M | +2.3% | +7.2% | -4.9% | -0.2% |
| 6M | +14.9% | -24.2% | +39.1% | +23.0% |
| YTD | +7.5% | -25.8% | +33.3% | +14.9% |
| 1Y | +55.7% | -24.7% | +80.4% | +65.6% |
| 3Y | +110.6% | +39.3% | +71.3% | +84.5% |
| 5Y | +363.4% | +43.3% | +320.1% | +296.0% |
| 10Y | +1,649.0% | +278.6% | +1,370.4% | +985.7% |
| All | +3,407.3% | +494.7% | +2,912.6% | +1,698.6% |
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