+101.4%
LUV vs LDOS
+32.3%
+69.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | +4.8% | -7.2% | +12.0% | +6.1% |
| 30D | +6.5% | +16.8% | -10.3% | +3.9% |
| 3M | -4.9% | -1.6% | -3.3% | -4.7% |
| 6M | +8.1% | -1.0% | +9.1% | +8.2% |
| YTD | +9.0% | -25.8% | +34.8% | +15.6% |
| 1Y | +43.6% | -31.1% | +74.7% | +54.8% |
| 3Y | +101.4% | +32.8% | +68.6% | +69.8% |
| All | +101.4% | +32.3% | +69.1% | +69.8% |
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