+232.9%
ABT vs LDOS
+248.5%
-15.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.6% |
| 7D | +3.5% | -7.2% | +10.7% | +5.5% |
| 30D | +12.0% | +16.8% | -4.8% | +7.4% |
| 3M | +2.5% | -1.6% | +4.0% | +2.6% |
| 6M | +29.1% | -1.0% | +30.1% | +28.5% |
| YTD | -10.1% | -25.8% | +15.7% | -4.0% |
| 1Y | -9.8% | -31.1% | +21.3% | -1.7% |
| 3Y | +23.3% | +32.8% | -9.5% | +6.2% |
| 5Y | -2.4% | +49.4% | -51.7% | -20.8% |
| All | +232.9% | +248.5% | -15.6% | +107.8% |
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