+16.5%
SYK vs LDOS
+33.8%
-17.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.3% |
| 7D | -6.1% | -1.3% | -4.8% | -5.9% |
| 30D | +12.8% | +10.1% | +2.7% | +10.9% |
| 3M | -8.1% | -4.7% | -3.5% | -7.7% |
| 6M | +13.5% | +5.6% | +7.9% | +11.9% |
| YTD | -8.5% | -25.1% | +16.6% | -5.7% |
| 1Y | -11.4% | -31.7% | +20.3% | -7.0% |
| All | +16.5% | +33.8% | -17.3% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling