+107.5%
LUV vs LDOS
+30.5%
+77.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +1.1% | -1.6% | +2.7% | +1.4% |
| 30D | +14.2% | +8.2% | +6.0% | +12.8% |
| 3M | +0.6% | -8.2% | +8.8% | +2.0% |
| 6M | +15.1% | +5.8% | +9.2% | +13.7% |
| YTD | +10.2% | -27.0% | +37.2% | +17.2% |
| 1Y | +38.4% | -31.0% | +69.4% | +49.1% |
| 3Y | +107.5% | +29.3% | +78.2% | +82.3% |
| All | +107.5% | +30.5% | +77.0% | +82.3% |
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 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