+590.1%
ABBV vs LDOS
+254.8%
+335.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +2.8% | +1.9% | +0.9% | +2.3% |
| 30D | +7.0% | +12.8% | -5.8% | +3.9% |
| 3M | +19.2% | -1.0% | +20.3% | +19.2% |
| 6M | +47.8% | +6.2% | +41.6% | +44.7% |
| YTD | +32.5% | -23.2% | +55.7% | +39.1% |
| 1Y | +38.4% | -29.5% | +67.9% | +48.5% |
| 3Y | +134.3% | +37.1% | +97.2% | +103.5% |
| 5Y | +200.6% | +55.6% | +145.0% | +146.0% |
| 10Y | +590.1% | +249.4% | +340.7% | +331.7% |
| All | +590.1% | +254.8% | +335.3% | +331.7% |
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