-6.2%
AA vs LDOS
+494.7%
-501.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | -0.7% | -5.4% | +4.7% | +2.3% |
| 30D | +5.0% | +4.9% | +0.1% | +1.9% |
| 3M | -35.8% | +7.2% | -43.0% | -38.8% |
| 6M | -18.4% | -24.2% | +5.9% | -6.6% |
| YTD | -5.5% | -25.8% | +20.3% | +8.5% |
| 1Y | +61.0% | -24.7% | +85.7% | +82.7% |
| 3Y | +66.2% | +39.3% | +26.9% | +26.2% |
| 5Y | +11.4% | +43.3% | -31.9% | -17.9% |
| 10Y | +116.9% | +278.6% | -161.7% | -9.1% |
| All | -6.2% | +494.7% | -501.0% | -72.9% |
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