+651.0%
ABT vs LDOS
+494.7%
+156.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -3.7% | -5.4% | +1.7% | -2.3% |
| 30D | +2.5% | +4.9% | -2.4% | +1.1% |
| 3M | +20.2% | +7.2% | +13.0% | +17.4% |
| 6M | -2.9% | -24.2% | +21.3% | +3.6% |
| YTD | -11.9% | -25.8% | +13.9% | -6.1% |
| 1Y | -16.5% | -24.7% | +8.2% | -11.5% |
| 3Y | +12.1% | +39.3% | -27.2% | -2.1% |
| 5Y | -7.4% | +43.3% | -50.7% | -21.0% |
| 10Y | +210.7% | +278.6% | -67.9% | +99.2% |
| All | +651.0% | +494.7% | +156.3% | +313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling