+62.4%
AFL vs LDOS
+32.3%
+30.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.5% |
| 7D | +0.1% | -7.2% | +7.3% | +1.0% |
| 30D | +10.0% | +16.8% | -6.8% | +8.0% |
| 3M | -1.6% | -1.6% | 0.0% | -1.6% |
| 6M | +10.5% | -1.0% | +11.5% | +10.3% |
| YTD | +14.3% | -25.8% | +40.0% | +18.1% |
| 1Y | +11.4% | -31.1% | +42.5% | +16.8% |
| 3Y | +62.4% | +32.8% | +29.6% | +47.1% |
| All | +62.4% | +32.3% | +30.2% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling