+665.3%
SYK vs LDOS
+494.7%
+170.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -8.3% | -5.4% | -2.9% | -6.5% |
| 30D | -10.1% | +4.9% | -14.9% | -11.7% |
| 3M | +0.9% | +7.2% | -6.3% | -2.2% |
| 6M | -20.2% | -24.2% | +4.1% | -12.9% |
| YTD | -13.3% | -25.8% | +12.5% | -5.6% |
| 1Y | -22.3% | -24.7% | +2.4% | -16.1% |
| 3Y | +9.7% | +39.3% | -29.5% | -8.6% |
| 5Y | +15.4% | +43.3% | -27.9% | -6.9% |
| 10Y | +192.9% | +278.6% | -85.7% | +68.6% |
| All | +665.3% | +494.7% | +170.6% | +250.7% |
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