+204.4%
ABT vs LDOS
+260.1%
-55.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.8% |
| 7D | -3.1% | -7.1% | +4.0% | -1.3% |
| 30D | -2.1% | -6.1% | +3.9% | -0.6% |
| 3M | +17.4% | +5.6% | +11.8% | +15.1% |
| 6M | -2.4% | -26.9% | +24.5% | +5.5% |
| YTD | -14.2% | -27.9% | +13.7% | -7.6% |
| 1Y | -18.3% | -26.8% | +8.5% | -12.6% |
| 3Y | +11.5% | +39.6% | -28.1% | -5.6% |
| 5Y | -9.9% | +39.4% | -49.3% | -25.0% |
| 10Y | +204.4% | +260.0% | -55.6% | +91.7% |
| All | +204.4% | +260.1% | -55.8% | +91.7% |
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