+134.8%
ABBV vs LDOS
+35.8%
+98.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.5% |
| 7D | +1.5% | -5.8% | +7.4% | +2.0% |
| 30D | +6.7% | +11.6% | -4.8% | +5.8% |
| 3M | +19.9% | -1.0% | +20.9% | +20.0% |
| 6M | +47.5% | +5.1% | +42.4% | +46.7% |
| YTD | +32.2% | -24.0% | +56.3% | +34.6% |
| 1Y | +37.8% | -30.3% | +68.1% | +41.7% |
| 3Y | +134.8% | +37.0% | +97.8% | +118.6% |
| All | +134.8% | +35.8% | +98.9% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling