+782.6%
AFL vs LDOS
+495.0%
+287.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.7% |
| 7D | +0.1% | -7.2% | +7.3% | +3.3% |
| 30D | +10.0% | +16.8% | -6.8% | +2.7% |
| 3M | -1.6% | -1.6% | 0.0% | -1.6% |
| 6M | +10.5% | -1.0% | +11.5% | +9.0% |
| YTD | +14.3% | -25.8% | +40.0% | +25.8% |
| 1Y | +11.4% | -31.1% | +42.5% | +26.7% |
| 3Y | +62.4% | +32.8% | +29.6% | +30.4% |
| 5Y | +144.8% | +49.4% | +95.4% | +80.4% |
| 10Y | +356.2% | +253.9% | +102.3% | +120.7% |
| All | +782.6% | +495.0% | +287.6% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling