+186.4%
LUV vs LDOS
+494.7%
-308.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | +0.4% | -5.4% | +5.8% | +2.5% |
| 30D | -18.4% | +4.9% | -23.3% | -20.2% |
| 3M | -3.2% | +7.2% | -10.4% | -6.7% |
| 6M | -14.8% | -24.2% | +9.4% | -6.4% |
| YTD | -2.9% | -25.8% | +23.0% | +6.8% |
| 1Y | +29.6% | -24.7% | +54.3% | +41.0% |
| 3Y | +35.2% | +39.3% | -4.1% | +10.8% |
| 5Y | -11.7% | +43.3% | -55.0% | -30.0% |
| 10Y | +21.6% | +278.6% | -257.0% | -35.6% |
| All | +186.4% | +494.7% | -308.3% | +18.4% |
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