+53.9%
LULU vs LDOS
+258.9%
-205.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | -16.9% | -4.2% | -12.7% | -15.7% |
| 30D | -22.0% | -7.9% | -14.1% | -19.8% |
| 3M | -17.8% | +4.1% | -21.9% | -19.6% |
| 6M | -41.3% | -28.2% | -13.1% | -34.3% |
| YTD | -52.0% | -28.5% | -23.5% | -46.6% |
| 1Y | -39.8% | -27.7% | -12.1% | -33.5% |
| 3Y | -74.8% | +38.4% | -113.2% | -79.6% |
| 5Y | -76.3% | +38.0% | -114.3% | -81.1% |
| 10Y | +53.9% | +262.1% | -208.2% | +2.3% |
| All | +53.9% | +258.9% | -205.0% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling