-66.0%
AAL vs LDOS
+241.3%
-307.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +1.0% |
| 7D | +3.4% | -1.3% | +4.8% | +4.1% |
| 30D | +11.7% | +10.1% | +1.6% | +6.8% |
| 3M | -7.8% | -4.7% | -3.1% | -6.3% |
| 6M | +10.2% | +5.6% | +4.7% | +5.7% |
| YTD | -8.0% | -25.1% | +17.1% | +2.8% |
| 1Y | +8.5% | -31.7% | +40.2% | +26.9% |
| 3Y | +19.5% | +33.7% | -14.2% | -6.7% |
| 5Y | -33.9% | +54.4% | -88.3% | -54.4% |
| 10Y | -66.0% | +236.4% | -302.4% | -85.7% |
| All | -66.0% | +241.3% | -307.3% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling