+114.4%
OXY vs LDOS
+495.0%
-380.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.1% |
| 7D | -11.9% | -7.2% | -4.7% | -8.9% |
| 30D | -3.1% | +16.8% | -20.0% | -10.5% |
| 3M | +1.1% | -1.6% | +2.7% | +1.0% |
| 6M | +3.2% | -1.0% | +4.2% | +1.6% |
| YTD | +39.0% | -25.8% | +64.8% | +55.2% |
| 1Y | +42.7% | -31.1% | +73.8% | +65.2% |
| 3Y | -3.5% | +32.8% | -36.3% | -24.3% |
| 5Y | +81.3% | +49.4% | +32.0% | +31.2% |
| 10Y | +11.2% | +253.9% | -242.7% | -45.8% |
| All | +114.4% | +495.0% | -380.6% | -26.9% |
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