-17.6%
SLB vs LDOS
+256.7%
-274.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | -7.7% | -3.7% | -4.1% | -6.3% |
| 30D | -0.7% | +16.4% | -17.1% | -7.6% |
| 3M | 0.0% | +7.4% | -7.4% | -4.1% |
| 6M | -10.4% | -0.3% | -10.1% | -11.5% |
| YTD | +31.5% | -24.0% | +55.5% | +45.1% |
| 1Y | +39.1% | -29.6% | +68.7% | +59.5% |
| 3Y | -5.7% | +35.1% | -40.8% | -26.9% |
| 5Y | +65.4% | +52.9% | +12.5% | +16.6% |
| All | -17.6% | +256.7% | -274.3% | -49.1% |
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 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