-8.0%
LYB vs LDOS
+54.3%
-62.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.6% |
| 7D | -8.3% | +1.9% | -10.2% | -8.7% |
| 30D | +0.9% | +12.8% | -11.8% | -1.7% |
| 3M | -2.3% | -1.0% | -1.3% | -2.4% |
| 6M | -13.8% | +6.2% | -20.0% | -15.4% |
| YTD | +44.6% | -23.2% | +67.8% | +51.9% |
| 1Y | +50.6% | -29.5% | +80.1% | +61.9% |
| 3Y | -21.4% | +37.1% | -58.5% | -31.7% |
| 5Y | -8.0% | +55.6% | -63.6% | -22.7% |
| All | -8.0% | +54.3% | -62.3% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling