-13.1%
SLB vs LDOS
+226.9%
-240.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +3.5% | -1.6% | +5.1% | +4.2% |
| 30D | +6.5% | +8.2% | -1.7% | +2.3% |
| 3M | -0.2% | -8.2% | +7.9% | +2.8% |
| 6M | -5.7% | +5.8% | -11.6% | -9.6% |
| YTD | +36.8% | -27.0% | +63.8% | +53.6% |
| 1Y | +45.8% | -31.0% | +76.8% | +68.3% |
| 3Y | +3.4% | +29.3% | -25.9% | -18.4% |
| 5Y | +76.1% | +48.7% | +27.4% | +25.1% |
| All | -13.1% | +226.9% | -240.0% | -46.8% |
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 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