+3,784.4%
ORLY vs LDOS
+494.7%
+3,289.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -0.7% | -5.4% | +4.7% | +0.9% |
| 30D | -5.9% | +4.9% | -10.8% | -7.4% |
| 3M | -0.6% | +7.2% | -7.8% | -3.1% |
| 6M | -6.8% | -24.2% | +17.5% | +0.4% |
| YTD | -3.6% | -25.8% | +22.2% | +3.7% |
| 1Y | -16.3% | -24.7% | +8.4% | -10.6% |
| 3Y | +39.1% | +39.3% | -0.1% | +19.6% |
| 5Y | +125.4% | +43.3% | +82.1% | +88.9% |
| 10Y | +366.5% | +278.6% | +88.0% | +184.8% |
| All | +3,784.4% | +494.7% | +3,289.6% | +1,864.8% |
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