-51.2%
LULU vs LDOS
-24.0%
-27.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.5% | -17.9% | -17.5% |
| 7D | -16.7% | -5.4% | -11.3% | -15.7% |
| 30D | -18.5% | +4.9% | -23.4% | -19.4% |
| 3M | -19.5% | +7.2% | -26.6% | -21.3% |
| 6M | -41.9% | -24.2% | -17.7% | -39.1% |
| YTD | -51.6% | -25.8% | -25.8% | -49.1% |
| 1Y | -51.2% | -24.7% | -26.5% | -53.0% |
| All | -51.2% | -24.0% | -27.1% | -53.0% |
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 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