+228.3%
ABT vs LDOS
+254.8%
-26.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +1.0% | +1.9% | -0.9% | +0.5% |
| 30D | +11.6% | +12.8% | -1.2% | +8.0% |
| 3M | +2.3% | -1.0% | +3.3% | +2.3% |
| 6M | +32.7% | +6.2% | +26.6% | +29.7% |
| YTD | -9.6% | -23.2% | +13.6% | -4.4% |
| 1Y | -10.1% | -29.5% | +19.4% | -2.6% |
| 3Y | +25.2% | +37.1% | -11.9% | +6.9% |
| 5Y | -4.5% | +55.6% | -60.2% | -23.5% |
| 10Y | +228.3% | +249.4% | -21.1% | +112.7% |
| All | +228.3% | +254.8% | -26.6% | +112.7% |
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