-20.9%
LYB vs LDOS
+39.7%
-60.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +2.2% |
| 7D | -0.9% | -7.1% | +6.3% | +0.4% |
| 30D | +9.5% | -6.1% | +15.6% | +10.6% |
| 3M | +1.3% | +5.6% | -4.3% | +0.1% |
| 6M | -1.7% | -26.9% | +25.2% | +4.1% |
| YTD | +54.1% | -27.9% | +82.1% | +62.5% |
| 1Y | +25.7% | -26.8% | +52.5% | +31.8% |
| 3Y | -20.9% | +39.6% | -60.5% | -27.4% |
| All | -20.9% | +39.7% | -60.7% | -27.4% |
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 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