+16.0%
LUV vs LDOS
+235.3%
-219.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +1.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.6% |
| 30D | +14.0% | +10.1% | +3.9% | +9.8% |
| 3M | +2.6% | -4.7% | +7.2% | +4.0% |
| 6M | +17.3% | +5.6% | +11.7% | +13.3% |
| YTD | +14.0% | -25.1% | +39.1% | +25.2% |
| 1Y | +47.9% | -31.7% | +79.6% | +68.8% |
| 3Y | +114.0% | +33.7% | +80.2% | +72.6% |
| 5Y | +3.2% | +54.4% | -51.2% | -24.9% |
| All | +16.0% | +235.3% | -219.3% | -39.5% |
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