+12.9%
LUV vs LDOS
+260.1%
-247.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.3% |
| 7D | +3.1% | -7.1% | +10.2% | +6.0% |
| 30D | -17.4% | -6.1% | -11.4% | -15.6% |
| 3M | -4.9% | +5.6% | -10.5% | -7.8% |
| 6M | -5.7% | -26.9% | +21.2% | +5.7% |
| YTD | -5.2% | -27.9% | +22.7% | +6.0% |
| 1Y | +24.1% | -26.8% | +50.9% | +37.1% |
| 3Y | +39.6% | +39.6% | 0.0% | +10.2% |
| 5Y | -12.5% | +39.4% | -51.8% | -32.7% |
| 10Y | +12.9% | +260.0% | -247.0% | -41.1% |
| All | +12.9% | +260.1% | -247.2% | -41.1% |
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