-74.7%
LULU vs LDOS
+30.5%
-105.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | -4.6% | -1.6% | -3.0% | -4.3% |
| 30D | +12.3% | +8.2% | +4.0% | +10.6% |
| 3M | -11.6% | -8.2% | -3.5% | -10.3% |
| 6M | -12.8% | +5.8% | -18.7% | -14.3% |
| YTD | -49.2% | -27.0% | -22.2% | -46.8% |
| 1Y | -37.7% | -31.0% | -6.7% | -34.3% |
| 3Y | -74.7% | +29.3% | -103.9% | -77.6% |
| All | -74.7% | +30.5% | -105.1% | -77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling