-32.8%
AAL vs LDOS
+43.9%
-76.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -3.7% | -5.4% | +1.7% | -2.4% |
| 30D | -20.8% | +4.9% | -25.7% | -22.0% |
| 3M | -1.3% | +7.2% | -8.5% | -3.5% |
| 6M | +5.4% | -24.2% | +29.6% | +13.9% |
| YTD | -14.4% | -25.8% | +11.5% | -7.2% |
| 1Y | +2.1% | -24.7% | +26.8% | +9.7% |
| 3Y | -10.6% | +39.3% | -49.8% | -22.7% |
| All | -32.8% | +43.9% | -76.7% | -43.8% |
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