+16.0%
AA vs LDOS
-27.6%
+43.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.0% | +2.6% |
| 7D | +0.9% | -2.8% | +3.7% | +1.5% |
| 30D | -6.4% | +13.6% | -20.0% | -9.6% |
| 3M | -13.0% | +4.2% | -17.2% | -14.1% |
| 6M | -34.6% | -8.2% | -26.4% | -33.3% |
| YTD | -23.0% | -24.1% | +1.1% | -19.2% |
| 1Y | +16.0% | -31.2% | +47.2% | +26.0% |
| All | +16.0% | -27.6% | +43.6% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling