+739.6%
ORCL vs LDOS
+508.5%
+231.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -2.2% |
| 7D | -14.4% | -2.8% | -11.6% | -13.8% |
| 30D | -12.8% | +13.6% | -26.4% | -17.2% |
| 3M | -14.8% | +4.2% | -19.0% | -16.9% |
| 6M | -30.9% | -8.2% | -22.7% | -30.1% |
| YTD | -35.7% | -24.1% | -11.6% | -30.6% |
| 1Y | -49.5% | -31.2% | -18.3% | -43.5% |
| 3Y | +18.6% | +35.0% | -16.4% | +0.6% |
| 5Y | +38.4% | +52.6% | -14.2% | +9.4% |
| 10Y | +275.2% | +261.9% | +13.3% | +103.1% |
| All | +739.6% | +508.5% | +231.1% | +237.4% |
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 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