-67.1%
AAL vs LDOS
+248.5%
-315.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +3.0% |
| 7D | +4.6% | -7.2% | +11.8% | +8.1% |
| 30D | +2.6% | +16.8% | -14.3% | -4.7% |
| 3M | -17.8% | -1.6% | -16.2% | -17.7% |
| 6M | +1.9% | -1.0% | +2.8% | +0.7% |
| YTD | -14.0% | -25.8% | +11.7% | -3.6% |
| 1Y | +0.2% | -31.1% | +31.3% | +16.5% |
| 3Y | +13.0% | +32.8% | -19.8% | -11.4% |
| 5Y | -39.6% | +49.4% | -89.0% | -57.5% |
| All | -67.1% | +248.5% | -315.6% | -85.6% |
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 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