+26.1%
LYB vs LDOS
-27.4%
+53.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | -3.1% | -4.2% | +1.1% | -2.7% |
| 30D | +4.0% | -7.9% | +11.9% | +4.8% |
| 3M | +2.4% | +4.1% | -1.7% | +2.0% |
| 6M | -1.4% | -28.2% | +26.8% | +1.7% |
| YTD | +53.9% | -28.5% | +82.5% | +55.8% |
| 1Y | +26.1% | -27.7% | +53.8% | +22.6% |
| All | +26.1% | -27.4% | +53.4% | +22.6% |
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 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