+356.9%
ORLY vs LDOS
+260.1%
+96.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.4% |
| 7D | -2.3% | -7.1% | +4.8% | -0.2% |
| 30D | -8.2% | -6.1% | -2.1% | -6.6% |
| 3M | -3.5% | +5.6% | -9.1% | -5.6% |
| 6M | -9.2% | -26.9% | +17.7% | -1.0% |
| YTD | -5.8% | -27.9% | +22.1% | +2.4% |
| 1Y | -19.3% | -26.8% | +7.5% | -12.9% |
| 3Y | +34.4% | +39.6% | -5.2% | +12.6% |
| 5Y | +117.8% | +39.4% | +78.5% | +79.2% |
| 10Y | +356.9% | +260.0% | +97.0% | +185.3% |
| All | +356.9% | +260.1% | +96.8% | +185.3% |
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