+50.6%
LYB vs LDOS
-27.6%
+78.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -4.8% |
| 7D | -6.2% | -2.8% | -3.4% | -5.9% |
| 30D | +6.3% | +13.6% | -7.3% | +4.8% |
| 3M | +4.1% | +4.2% | -0.1% | +3.3% |
| 6M | -15.5% | -8.2% | -7.3% | -15.1% |
| YTD | +50.2% | -24.1% | +74.3% | +50.0% |
| 1Y | +50.6% | -31.2% | +81.8% | +58.2% |
| All | +50.6% | -27.6% | +78.2% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling