-42.4%
TECH vs LDOS
+43.9%
-86.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +0.1% | -5.4% | +5.5% | +1.6% |
| 30D | +0.7% | +4.9% | -4.2% | -0.8% |
| 3M | +36.3% | +7.2% | +29.2% | +33.4% |
| 6M | +25.6% | -24.2% | +49.8% | +37.3% |
| YTD | +23.7% | -25.8% | +49.5% | +35.3% |
| 1Y | +37.6% | -24.7% | +62.4% | +49.9% |
| 3Y | -6.6% | +39.3% | -45.9% | -14.6% |
| All | -42.4% | +43.9% | -86.2% | -47.6% |
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