+342.5%
AFL vs LDOS
+226.9%
+115.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.9% | -1.6% | +4.5% | +3.5% |
| 30D | +8.0% | +8.2% | -0.3% | +4.4% |
| 3M | +5.9% | -8.2% | +14.1% | +8.9% |
| 6M | +11.6% | +5.8% | +5.8% | +7.3% |
| YTD | +17.5% | -27.0% | +44.5% | +29.9% |
| 1Y | +13.3% | -31.0% | +44.3% | +28.4% |
| 3Y | +67.0% | +29.3% | +37.7% | +33.0% |
| 5Y | +150.6% | +48.7% | +101.9% | +79.2% |
| All | +342.5% | +226.9% | +115.5% | +161.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling