-30.3%
LULU vs LDOS
-27.6%
-2.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.6% |
| 7D | +6.5% | -2.8% | +9.3% | +7.1% |
| 30D | +20.3% | +13.6% | +6.7% | +17.1% |
| 3M | -8.9% | +4.2% | -13.1% | -10.0% |
| 6M | -13.1% | -8.2% | -4.9% | -13.3% |
| YTD | -46.1% | -24.1% | -22.0% | -43.8% |
| 1Y | -30.3% | -31.2% | +1.0% | -25.1% |
| All | -30.3% | -27.6% | -2.6% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling