+242.0%
ORCL vs LDOS
+256.7%
-14.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | -17.5% | -3.7% | -13.8% | -16.8% |
| 30D | -20.2% | +16.4% | -36.5% | -24.3% |
| 3M | -19.9% | +7.4% | -27.4% | -22.5% |
| 6M | -37.4% | -0.3% | -37.1% | -38.3% |
| YTD | -40.1% | -24.0% | -16.1% | -35.5% |
| 1Y | -53.4% | -29.6% | -23.8% | -48.5% |
| 3Y | +10.4% | +35.1% | -24.7% | -5.6% |
| 5Y | +29.8% | +52.9% | -23.1% | +3.7% |
| All | +242.0% | +256.7% | -14.7% | +117.3% |
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