-40.9%
LULU vs LDOS
-26.8%
-14.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.1% |
| 7D | -20.4% | -2.1% | -18.3% | -20.1% |
| 30D | -22.9% | -8.0% | -14.8% | -21.4% |
| 3M | -18.5% | +6.8% | -25.4% | -20.3% |
| 6M | -41.8% | -24.5% | -17.3% | -38.8% |
| YTD | -53.4% | -27.8% | -25.6% | -50.5% |
| 1Y | -40.9% | -27.4% | -13.5% | -40.3% |
| All | -40.9% | -26.8% | -14.0% | -40.3% |
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 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