+49.3%
LYB vs LDOS
+258.9%
-209.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | -3.1% | -4.2% | +1.1% | -1.3% |
| 30D | +4.0% | -7.9% | +11.9% | +7.5% |
| 3M | +2.4% | +4.1% | -1.7% | -0.3% |
| 6M | -1.4% | -28.2% | +26.8% | +12.6% |
| YTD | +53.9% | -28.5% | +82.5% | +74.0% |
| 1Y | +26.1% | -27.7% | +53.8% | +41.1% |
| 3Y | -21.0% | +38.4% | -59.4% | -39.3% |
| 5Y | -0.7% | +38.0% | -38.7% | -26.3% |
| 10Y | +49.3% | +262.1% | -212.8% | -24.6% |
| All | +49.3% | +258.9% | -209.7% | -24.6% |
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