+228.6%
ABT vs LDOS
+241.3%
-12.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.4% |
| 7D | -5.4% | -1.3% | -4.1% | -5.1% |
| 30D | +8.0% | +10.1% | -2.1% | +5.2% |
| 3M | +0.2% | -4.7% | +4.9% | +1.2% |
| 6M | +34.1% | +5.6% | +28.6% | +31.2% |
| YTD | -10.6% | -25.1% | +14.5% | -4.8% |
| 1Y | -11.8% | -31.7% | +19.9% | -3.6% |
| 3Y | +23.9% | +33.7% | -9.8% | +6.5% |
| 5Y | -5.1% | +54.4% | -59.5% | -23.9% |
| 10Y | +228.6% | +236.4% | -7.8% | +108.8% |
| All | +228.6% | +241.3% | -12.7% | +108.8% |
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