+31.3%
ABNB vs LDOS
+39.0%
-7.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.3% | +14.0% | +12.1% |
| 7D | +15.6% | -7.2% | +22.8% | +17.3% |
| 30D | +18.3% | +16.8% | +1.4% | +14.4% |
| 3M | +25.3% | -1.6% | +26.9% | +25.5% |
| 6M | +35.8% | -1.0% | +36.8% | +35.5% |
| YTD | +40.0% | -25.8% | +65.8% | +47.8% |
| 1Y | +57.6% | -31.1% | +88.7% | +69.3% |
| 3Y | +60.8% | +32.8% | +28.0% | +43.6% |
| 5Y | -5.8% | +49.4% | -55.2% | -19.7% |
| All | +31.3% | +39.0% | -7.7% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling