+30.9%
QCOM vs LDOS
+43.9%
-13.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +3.3% | -5.4% | +8.7% | +4.3% |
| 30D | +7.7% | +4.9% | +2.8% | +6.7% |
| 3M | -30.1% | +7.2% | -37.2% | -30.8% |
| 6M | +22.8% | -24.2% | +47.1% | +30.3% |
| YTD | +0.2% | -25.8% | +26.0% | +6.2% |
| 1Y | +7.9% | -24.7% | +32.6% | +13.7% |
| 3Y | +55.8% | +39.3% | +16.5% | +37.8% |
| All | +30.9% | +43.9% | -13.0% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling