+973.4%
ORCL vs LDOS
+494.7%
+478.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | +5.3% | -5.4% | +10.7% | +7.3% |
| 30D | +10.0% | +4.9% | +5.1% | +7.8% |
| 3M | -32.6% | +7.2% | -39.8% | -34.8% |
| 6M | +4.9% | -24.2% | +29.2% | +14.7% |
| YTD | -17.8% | -25.8% | +8.1% | -9.8% |
| 1Y | -28.0% | -24.7% | -3.3% | -21.7% |
| 3Y | +36.0% | +39.3% | -3.3% | +14.6% |
| 5Y | +88.7% | +43.3% | +45.4% | +53.8% |
| 10Y | +346.9% | +278.6% | +68.3% | +139.1% |
| All | +973.4% | +494.7% | +478.7% | +338.4% |
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