+298.0%
AFL vs LDOS
+260.1%
+37.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -0.6% |
| 7D | -0.7% | -7.1% | +6.4% | +2.1% |
| 30D | -7.1% | -6.1% | -1.1% | -5.0% |
| 3M | +0.4% | +5.6% | -5.2% | -2.8% |
| 6M | +4.5% | -26.9% | +31.4% | +17.4% |
| YTD | +6.1% | -27.9% | +34.0% | +18.3% |
| 1Y | +10.6% | -26.8% | +37.4% | +21.9% |
| 3Y | +64.0% | +39.6% | +24.4% | +25.8% |
| 5Y | +133.7% | +39.4% | +94.4% | +74.1% |
| 10Y | +298.0% | +260.0% | +38.1% | +120.7% |
| All | +298.0% | +260.1% | +37.9% | +120.7% |
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 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