+7.2%
QCOM vs LDOS
+52.0%
-44.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.1% | -9.6% | -9.5% |
| 7D | -15.5% | -3.7% | -11.8% | -15.0% |
| 30D | -13.4% | +16.4% | -29.8% | -15.7% |
| 3M | 0.0% | +7.4% | -7.4% | -1.5% |
| 6M | -15.2% | -0.3% | -14.9% | -15.3% |
| YTD | -6.9% | -24.0% | +17.1% | -1.8% |
| 1Y | -11.0% | -29.6% | +18.6% | -4.2% |
| 3Y | +39.8% | +35.1% | +4.6% | +23.4% |
| 5Y | +7.2% | +52.9% | -45.7% | -8.9% |
| All | +7.2% | +52.0% | -44.8% | -8.9% |
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 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