+692.4%
ABT vs LDOS
+509.1%
+183.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +8.6% | -3.7% | +12.3% | +9.6% |
| 30D | +16.4% | +16.4% | +0.1% | +11.8% |
| 3M | +8.1% | +7.4% | +0.7% | +5.8% |
| 6M | +32.1% | -0.3% | +32.4% | +31.2% |
| YTD | -7.1% | -24.0% | +16.9% | -1.7% |
| 1Y | -6.5% | -29.6% | +23.1% | +0.8% |
| 3Y | +26.2% | +35.1% | -8.9% | +11.2% |
| 5Y | +0.9% | +52.9% | -52.0% | -15.5% |
| 10Y | +250.7% | +262.2% | -11.5% | +127.2% |
| All | +692.4% | +509.1% | +183.4% | +332.7% |
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