+8.6%
AA vs LDOS
-31.2%
+39.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.5% |
| 7D | +0.9% | -7.2% | +8.1% | +2.6% |
| 30D | -6.7% | +16.8% | -23.5% | -10.7% |
| 3M | -16.3% | -1.6% | -14.8% | -16.2% |
| 6M | -37.1% | -1.0% | -36.1% | -37.1% |
| YTD | -25.0% | -25.8% | +0.8% | -21.0% |
| 1Y | +8.6% | -31.1% | +39.7% | +17.6% |
| All | +8.6% | -31.2% | +39.8% | +17.6% |
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 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