+230.2%
ABT vs LDOS
+228.4%
+1.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.3% |
| 7D | -5.6% | -3.5% | -2.1% | -4.7% |
| 30D | +5.2% | +9.5% | -4.4% | +2.6% |
| 3M | -2.7% | -6.3% | +3.6% | -1.3% |
| 6M | +28.8% | +2.8% | +26.0% | +26.9% |
| YTD | -12.3% | -26.6% | +14.4% | -6.0% |
| 1Y | -14.7% | -31.3% | +16.6% | -6.9% |
| 3Y | +21.6% | +30.9% | -9.4% | +5.0% |
| 5Y | -7.8% | +49.4% | -57.1% | -25.4% |
| All | +230.2% | +228.4% | +1.8% | +106.0% |
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