-7.4%
ABT vs LDOS
+48.3%
-55.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -1.6% | +0.3% | -1.0% |
| 30D | +6.0% | +8.2% | -2.2% | +4.8% |
| 3M | -1.9% | -8.2% | +6.3% | -0.7% |
| 6M | +31.2% | +5.8% | +25.3% | +29.6% |
| YTD | -11.2% | -27.0% | +15.7% | -7.9% |
| 1Y | -14.0% | -31.0% | +17.0% | -9.9% |
| 3Y | +20.7% | +29.3% | -8.6% | +9.2% |
| All | -7.4% | +48.3% | -55.7% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling