+154.6%
SBUX vs LDOS
+254.8%
-100.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +4.9% | +1.9% | +3.1% | +4.3% |
| 30D | +21.2% | +12.8% | +8.4% | +16.5% |
| 3M | +5.7% | -1.0% | +6.7% | +5.6% |
| 6M | +6.0% | +6.2% | -0.2% | +2.9% |
| YTD | +32.9% | -23.2% | +56.2% | +42.3% |
| 1Y | +33.3% | -29.5% | +62.8% | +47.0% |
| 3Y | +13.0% | +37.1% | -24.0% | -6.8% |
| 5Y | +8.8% | +55.6% | -46.8% | -17.0% |
| 10Y | +154.6% | +249.4% | -94.8% | +64.0% |
| All | +154.6% | +254.8% | -100.2% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling