+533.4%
TECH vs LDOS
+509.1%
+24.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.1% | -3.7% | +3.6% | +0.9% |
| 30D | +0.3% | +16.4% | -16.1% | -4.2% |
| 3M | +1.0% | +7.4% | -6.4% | -1.6% |
| 6M | +28.6% | -0.3% | +28.9% | +27.3% |
| YTD | +24.1% | -24.0% | +48.1% | +32.7% |
| 1Y | +21.9% | -29.6% | +51.5% | +33.4% |
| 3Y | +25.7% | +35.1% | -9.4% | +12.0% |
| 5Y | -40.2% | +52.9% | -93.1% | -49.4% |
| 10Y | +210.1% | +262.2% | -52.2% | +99.0% |
| All | +533.4% | +509.1% | +24.4% | +224.8% |
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