+148.5%
AFL vs LDOS
+51.2%
+97.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +0.2% | -3.5% | +3.7% | +0.9% |
| 30D | +8.6% | +9.5% | -0.9% | +6.7% |
| 3M | +5.3% | -6.3% | +11.6% | +6.4% |
| 6M | +10.0% | +2.8% | +7.2% | +8.7% |
| YTD | +16.5% | -26.6% | +43.2% | +23.0% |
| 1Y | +12.7% | -31.3% | +44.0% | +21.0% |
| 3Y | +65.5% | +30.9% | +34.5% | +42.4% |
| 5Y | +148.5% | +49.4% | +99.1% | +107.2% |
| All | +148.5% | +51.2% | +97.3% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling