+20.7%
ABT vs LDOS
+30.5%
-9.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -1.3% | -1.6% | +0.3% | -1.1% |
| 30D | +6.0% | +8.2% | -2.2% | +5.2% |
| 3M | -1.9% | -8.2% | +6.3% | -1.1% |
| 6M | +31.2% | +5.8% | +25.3% | +30.0% |
| YTD | -11.2% | -27.0% | +15.7% | -9.5% |
| 1Y | -14.0% | -31.0% | +17.0% | -11.9% |
| 3Y | +20.7% | +29.3% | -8.6% | +13.1% |
| All | +20.7% | +30.5% | -9.8% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling