+630.9%
LYB vs LDOS
+493.4%
+137.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -0.2% | -5.4% | +5.2% | +2.1% |
| 30D | +8.7% | +4.9% | +3.8% | +6.3% |
| 3M | -3.0% | +7.2% | -10.2% | -6.9% |
| 6M | +4.7% | -24.2% | +29.0% | +16.8% |
| YTD | +51.6% | -25.8% | +77.4% | +68.7% |
| 1Y | +24.4% | -24.7% | +49.1% | +36.9% |
| 3Y | -23.5% | +39.3% | -62.7% | -39.8% |
| 5Y | -6.5% | +43.3% | -49.8% | -29.7% |
| 10Y | +40.5% | +278.6% | -238.1% | -33.3% |
| All | +630.9% | +493.4% | +137.5% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling