+30.2%
SLB vs LDOS
+508.5%
-478.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -4.1% | -2.8% | -1.3% | -3.0% |
| 30D | +2.5% | +13.6% | -11.0% | -3.5% |
| 3M | +2.0% | +4.2% | -2.2% | -0.7% |
| 6M | -6.3% | -8.2% | +1.9% | -4.2% |
| YTD | +36.5% | -24.1% | +60.6% | +50.3% |
| 1Y | +46.2% | -31.2% | +77.5% | +68.6% |
| 3Y | -2.1% | +35.0% | -37.1% | -21.3% |
| 5Y | +73.7% | +52.6% | +21.1% | +28.9% |
| 10Y | -12.3% | +261.9% | -274.2% | -56.1% |
| All | +30.2% | +508.5% | -478.3% | -53.7% |
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