+1,320.5%
ABBV vs LDOS
+826.2%
+494.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -0.9% | -3.7% | +2.8% | -0.1% |
| 30D | +8.7% | +16.4% | -7.6% | +4.9% |
| 3M | +17.8% | +7.4% | +10.4% | +15.5% |
| 6M | +41.7% | -0.3% | +42.0% | +40.8% |
| YTD | +29.9% | -24.0% | +53.9% | +36.6% |
| 1Y | +37.0% | -29.6% | +66.5% | +46.7% |
| 3Y | +125.2% | +35.1% | +90.1% | +99.0% |
| 5Y | +193.8% | +52.9% | +140.9% | +146.4% |
| 10Y | +673.0% | +262.2% | +410.8% | +410.6% |
| All | +1,320.5% | +826.2% | +494.3% | +702.6% |
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 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