+12.4%
AA vs LDOS
+43.9%
-31.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -0.7% | -5.4% | +4.7% | +1.5% |
| 30D | +5.0% | +4.9% | +0.1% | +2.7% |
| 3M | -35.8% | +7.2% | -43.0% | -38.0% |
| 6M | -18.4% | -24.2% | +5.9% | -9.1% |
| YTD | -5.5% | -25.8% | +20.3% | +5.5% |
| 1Y | +61.0% | -24.7% | +85.7% | +77.9% |
| 3Y | +66.2% | +39.3% | +26.9% | +23.3% |
| All | +12.4% | +43.9% | -31.5% | -18.2% |
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 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