+38.1%
ABBV vs LDOS
-30.4%
+68.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.6% |
| 7D | +1.5% | -5.8% | +7.4% | +1.8% |
| 30D | +6.7% | +11.6% | -4.8% | +6.4% |
| 3M | +19.9% | -1.0% | +20.9% | +19.9% |
| 6M | +47.5% | +5.1% | +42.4% | +46.9% |
| YTD | +32.2% | -24.0% | +56.3% | +30.7% |
| All | +38.1% | -30.4% | +68.5% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling