+128.0%
ABBV vs LDOS
+32.3%
+95.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | -1.2% | -7.2% | +6.0% | -0.6% |
| 30D | +8.0% | +16.8% | -8.8% | +6.7% |
| 3M | +20.2% | -1.6% | +21.8% | +20.3% |
| 6M | +44.0% | -1.0% | +44.9% | +43.9% |
| YTD | +31.3% | -25.8% | +57.1% | +34.0% |
| 1Y | +37.0% | -31.1% | +68.1% | +41.0% |
| 3Y | +128.0% | +32.8% | +95.2% | +106.5% |
| All | +128.0% | +32.3% | +95.7% | +106.5% |
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