+130.8%
SLB vs LDOS
+43.9%
+86.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +0.8% | -5.4% | +6.2% | +2.6% |
| 30D | +15.8% | +4.9% | +10.9% | +13.9% |
| 3M | -0.3% | +7.2% | -7.5% | -3.0% |
| 6M | +21.3% | -24.2% | +45.6% | +32.0% |
| YTD | +52.3% | -25.8% | +78.1% | +65.5% |
| 1Y | +63.6% | -24.7% | +88.3% | +76.5% |
| 3Y | +3.8% | +39.3% | -35.5% | -18.0% |
| All | +130.8% | +43.9% | +86.9% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling