+652.4%
SBUX vs LDOS
+494.7%
+157.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -3.1% | -5.4% | +2.3% | -1.3% |
| 30D | -0.9% | +4.9% | -5.8% | -2.7% |
| 3M | +11.6% | +7.2% | +4.4% | +8.0% |
| 6M | +8.8% | -24.2% | +33.0% | +18.6% |
| YTD | +26.3% | -25.8% | +52.1% | +37.4% |
| 1Y | +23.1% | -24.7% | +47.8% | +32.6% |
| 3Y | +15.0% | +39.3% | -24.3% | -4.6% |
| 5Y | +0.4% | +43.3% | -43.0% | -19.4% |
| 10Y | +130.7% | +278.6% | -147.9% | +25.4% |
| All | +652.4% | +494.7% | +157.6% | +223.1% |
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