+335.9%
AFL vs LDOS
+254.8%
+81.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | +2.1% | +1.9% | +0.2% | +1.4% |
| 30D | +10.6% | +12.8% | -2.2% | +5.2% |
| 3M | +4.4% | -1.0% | +5.4% | +4.2% |
| 6M | +13.1% | +6.2% | +6.9% | +8.7% |
| YTD | +16.6% | -23.2% | +39.9% | +26.5% |
| 1Y | +13.8% | -29.5% | +43.3% | +28.1% |
| 3Y | +65.7% | +37.1% | +28.6% | +28.8% |
| 5Y | +153.1% | +55.6% | +97.5% | +78.1% |
| 10Y | +335.9% | +249.4% | +86.4% | +157.4% |
| All | +335.9% | +254.8% | +81.0% | +157.4% |
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