+301.9%
AFL vs LDOS
+274.0%
+27.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +0.6% | -5.4% | +6.0% | +2.8% |
| 30D | -6.2% | +4.9% | -11.1% | -8.3% |
| 3M | +2.2% | +7.2% | -5.0% | -1.7% |
| 6M | +5.3% | -24.2% | +29.5% | +16.6% |
| YTD | +8.0% | -25.8% | +33.8% | +19.0% |
| 1Y | +10.2% | -24.7% | +34.9% | +20.2% |
| 3Y | +67.1% | +39.3% | +27.8% | +28.8% |
| 5Y | +135.6% | +43.3% | +92.3% | +73.5% |
| All | +301.9% | +274.0% | +27.8% | +120.2% |
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