-69.4%
AAL vs LDOS
+509.1%
-578.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.2% | -5.2% |
| 7D | +1.2% | -3.7% | +4.9% | +3.1% |
| 30D | -0.5% | +16.4% | -16.9% | -8.4% |
| 3M | -22.0% | +7.4% | -29.4% | -25.7% |
| 6M | +4.5% | -0.3% | +4.9% | +2.5% |
| YTD | -15.7% | -24.0% | +8.4% | -5.9% |
| 1Y | -3.7% | -29.6% | +25.9% | +11.7% |
| 3Y | +7.9% | +35.1% | -27.2% | -16.5% |
| 5Y | -40.7% | +52.9% | -93.7% | -59.0% |
| 10Y | -66.3% | +262.2% | -328.6% | -86.6% |
| All | -69.4% | +509.1% | -578.4% | -91.9% |
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