+590.2%
QCOM vs LDOS
+494.7%
+95.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +3.3% | -5.4% | +8.7% | +5.3% |
| 30D | +7.7% | +4.9% | +2.8% | +5.7% |
| 3M | -30.1% | +7.2% | -37.2% | -32.2% |
| 6M | +22.8% | -24.2% | +47.1% | +33.8% |
| YTD | +0.2% | -25.8% | +26.0% | +9.0% |
| 1Y | +7.9% | -24.7% | +32.6% | +16.4% |
| 3Y | +55.8% | +39.3% | +16.5% | +29.6% |
| 5Y | +30.1% | +43.3% | -13.2% | +4.5% |
| 10Y | +248.9% | +278.6% | -29.7% | +83.3% |
| All | +590.2% | +494.7% | +95.5% | +183.8% |
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