+409.9%
ORLY vs LDOS
+262.7%
+147.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.8% |
| 7D | -1.0% | -5.8% | +4.8% | +0.7% |
| 30D | +3.9% | +11.6% | -7.7% | +0.5% |
| 3M | -4.0% | -1.0% | -3.0% | -4.1% |
| 6M | -3.4% | +5.1% | -8.5% | -5.6% |
| YTD | -1.6% | -24.0% | +22.5% | +5.2% |
| 1Y | -7.5% | -30.3% | +22.8% | +1.4% |
| 3Y | +37.7% | +37.0% | +0.7% | +16.3% |
| 5Y | +109.3% | +53.4% | +56.0% | +66.4% |
| 10Y | +409.9% | +252.0% | +157.9% | +248.0% |
| All | +409.9% | +262.7% | +147.2% | +248.0% |
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