+1,156.2%
ABBV vs LDOS
+804.5%
+351.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | +0.4% | -5.4% | +5.8% | +1.6% |
| 30D | +4.2% | +4.9% | -0.7% | +2.9% |
| 3M | +14.8% | +7.2% | +7.6% | +12.4% |
| 6M | +10.3% | -24.2% | +34.5% | +17.0% |
| YTD | +14.9% | -25.8% | +40.7% | +21.7% |
| 1Y | +24.1% | -24.7% | +48.9% | +30.8% |
| 3Y | +91.9% | +39.3% | +52.7% | +68.1% |
| 5Y | +176.0% | +43.3% | +132.7% | +135.9% |
| 10Y | +502.9% | +278.6% | +224.4% | +294.5% |
| All | +1,156.2% | +804.5% | +351.7% | +615.1% |
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