+140.0%
SBUX vs LDOS
+248.5%
-108.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | 0.0% |
| 7D | +1.7% | -7.2% | +8.9% | +4.0% |
| 30D | +12.6% | +16.8% | -4.2% | +7.0% |
| 3M | +0.8% | -1.6% | +2.4% | +0.9% |
| 6M | +0.2% | -1.0% | +1.2% | -0.5% |
| YTD | +27.4% | -25.8% | +53.2% | +37.8% |
| 1Y | +31.5% | -31.1% | +62.6% | +45.9% |
| 3Y | +9.3% | +32.8% | -23.5% | -8.9% |
| 5Y | +1.5% | +49.4% | -47.9% | -21.4% |
| All | +140.0% | +248.5% | -108.5% | +58.3% |
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