+4,227.1%
LLY vs LDOS
+508.5%
+3,718.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +10.1% | -2.8% | +12.9% | +10.9% |
| 30D | +24.0% | +13.6% | +10.5% | +19.6% |
| 3M | +27.3% | +4.2% | +23.1% | +25.4% |
| 6M | +47.0% | -8.2% | +55.2% | +49.0% |
| YTD | +32.6% | -24.1% | +56.7% | +40.6% |
| 1Y | +57.3% | -31.2% | +88.6% | +71.4% |
| 3Y | +154.9% | +35.0% | +119.9% | +125.3% |
| 5Y | +447.5% | +52.6% | +394.9% | +359.4% |
| 10Y | +2,187.5% | +261.9% | +1,925.7% | +1,338.6% |
| All | +4,227.1% | +508.5% | +3,718.6% | +2,100.2% |
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