+25.2%
ABT vs LDOS
+37.8%
-12.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +1.0% | +1.9% | -0.9% | +0.8% |
| 30D | +11.6% | +12.8% | -1.2% | +10.2% |
| 3M | +2.3% | -1.0% | +3.3% | +2.3% |
| 6M | +32.7% | +6.2% | +26.6% | +31.4% |
| YTD | -9.6% | -23.2% | +13.6% | -8.4% |
| 1Y | -10.1% | -29.5% | +19.4% | -8.2% |
| 3Y | +25.2% | +37.1% | -11.9% | +15.5% |
| All | +25.2% | +37.8% | -12.6% | +15.5% |
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