+4.0%
SYK vs LDOS
+41.1%
-37.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.9% | -5.9% | -8.2% |
| 7D | -12.9% | -7.1% | -5.8% | -11.6% |
| 30D | -18.5% | -6.1% | -12.4% | -17.4% |
| 3M | -8.1% | +5.6% | -13.7% | -9.3% |
| 6M | -23.8% | -26.9% | +3.1% | -19.2% |
| YTD | -20.9% | -27.9% | +7.0% | -16.4% |
| 1Y | -29.0% | -26.8% | -2.2% | -25.3% |
| 3Y | -1.7% | +39.6% | -41.3% | -14.1% |
| 5Y | +4.0% | +39.4% | -35.4% | -10.2% |
| All | +4.0% | +41.1% | -37.1% | -10.2% |
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