+531.4%
TECH vs LDOS
+494.7%
+36.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +0.1% | -5.4% | +5.5% | +1.7% |
| 30D | +0.7% | +4.9% | -4.2% | -0.9% |
| 3M | +36.3% | +7.2% | +29.2% | +32.4% |
| 6M | +25.6% | -24.2% | +49.8% | +35.5% |
| YTD | +23.7% | -25.8% | +49.5% | +33.7% |
| 1Y | +37.6% | -24.7% | +62.4% | +48.1% |
| 3Y | -6.6% | +39.3% | -45.9% | -17.4% |
| 5Y | -42.2% | +43.3% | -85.5% | -50.1% |
| 10Y | +187.6% | +278.6% | -91.0% | +83.0% |
| All | +531.4% | +494.7% | +36.7% | +227.2% |
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 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