-36.4%
AAL vs LDOS
+51.2%
-87.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.1% | +6.8% |
| 7D | +8.3% | -5.8% | +14.1% | +9.9% |
| 30D | +11.0% | +11.6% | -0.6% | +7.8% |
| 3M | -11.2% | -1.0% | -10.2% | -11.2% |
| 6M | +6.1% | +5.1% | +1.0% | +4.1% |
| YTD | -7.6% | -24.0% | +16.4% | -0.6% |
| 1Y | +3.7% | -30.3% | +34.0% | +14.7% |
| 3Y | +20.5% | +37.0% | -16.4% | +4.4% |
| 5Y | -36.4% | +53.4% | -89.7% | -44.2% |
| All | -36.4% | +51.2% | -87.5% | -44.2% |
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