+618.6%
LULU vs LDOS
+526.7%
+92.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.5% | -17.9% | -17.6% |
| 7D | -16.7% | -5.4% | -11.3% | -14.9% |
| 30D | -18.5% | +4.9% | -23.4% | -20.3% |
| 3M | -19.5% | +7.2% | -26.6% | -22.3% |
| 6M | -41.9% | -24.2% | -17.7% | -35.6% |
| YTD | -51.6% | -25.8% | -25.8% | -46.3% |
| 1Y | -51.2% | -24.7% | -26.5% | -46.3% |
| 3Y | -75.1% | +39.3% | -114.4% | -79.9% |
| 5Y | -74.1% | +43.3% | -117.4% | -79.8% |
| 10Y | +46.7% | +278.6% | -231.8% | -29.3% |
| All | +618.6% | +526.7% | +92.0% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling