-30.9%
ORCL vs LDOS
-8.2%
-22.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -1.8% |
| 7D | -14.4% | -2.8% | -11.6% | -14.9% |
| 30D | -12.8% | +13.6% | -26.4% | -11.7% |
| 3M | -14.8% | +4.2% | -19.0% | -13.9% |
| 6M | -30.9% | -8.2% | -22.7% | -36.3% |
| All | -30.9% | -8.2% | -22.7% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling