+3,872.7%
ORLY vs LDOS
+495.0%
+3,377.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.1% |
| 7D | +2.0% | -7.2% | +9.2% | +4.2% |
| 30D | +6.2% | +16.8% | -10.6% | +1.4% |
| 3M | -3.7% | -1.6% | -2.1% | -3.6% |
| 6M | -5.2% | -1.0% | -4.2% | -5.7% |
| YTD | -1.4% | -25.8% | +24.3% | +5.8% |
| 1Y | -5.4% | -31.1% | +25.7% | +3.8% |
| 3Y | +41.0% | +32.8% | +8.2% | +23.0% |
| 5Y | +111.3% | +49.4% | +61.9% | +74.5% |
| 10Y | +416.2% | +253.9% | +162.3% | +220.9% |
| All | +3,872.7% | +495.0% | +3,377.7% | +1,904.1% |
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