+541.2%
QCOM vs LDOS
+509.1%
+32.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.1% | -9.6% | -9.5% |
| 7D | -15.5% | -3.7% | -11.8% | -14.5% |
| 30D | -13.4% | +16.4% | -29.8% | -18.1% |
| 3M | 0.0% | +7.4% | -7.4% | -3.1% |
| 6M | -15.2% | -0.3% | -14.9% | -16.5% |
| YTD | -6.9% | -24.0% | +17.1% | -0.1% |
| 1Y | -11.0% | -29.6% | +18.6% | -1.8% |
| 3Y | +39.8% | +35.1% | +4.6% | +17.2% |
| 5Y | +7.2% | +52.9% | -45.7% | -16.3% |
| 10Y | +207.7% | +262.2% | -54.5% | +64.1% |
| All | +541.2% | +509.1% | +32.1% | +160.0% |
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