+26.4%
AKAM vs LDOS
+254.8%
-228.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.9% |
| 7D | -3.3% | +1.9% | -5.1% | -3.9% |
| 30D | -21.7% | +12.8% | -34.5% | -24.7% |
| 3M | -28.8% | -1.0% | -27.8% | -28.9% |
| 6M | -43.3% | +6.2% | -49.5% | -45.0% |
| YTD | -4.1% | -23.2% | +19.2% | +2.5% |
| 1Y | -3.9% | -29.5% | +25.6% | +5.6% |
| 3Y | -24.4% | +37.1% | -61.5% | -35.8% |
| 5Y | -23.8% | +55.6% | -79.4% | -39.6% |
| 10Y | +26.4% | +249.4% | -223.0% | -36.7% |
| All | +26.4% | +254.8% | -228.4% | -36.7% |
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