+24.9%
AKAM vs LDOS
+248.5%
-223.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.3% | +9.0% | +7.4% |
| 7D | -10.4% | -7.2% | -3.2% | -8.5% |
| 30D | -20.6% | +16.8% | -37.4% | -24.4% |
| 3M | -29.9% | -1.6% | -28.3% | -29.9% |
| 6M | -31.9% | -1.0% | -30.9% | -32.5% |
| YTD | -4.8% | -25.8% | +21.0% | +2.8% |
| 1Y | +13.8% | -31.1% | +44.9% | +26.0% |
| 3Y | -23.4% | +32.8% | -56.2% | -34.3% |
| 5Y | -22.6% | +49.4% | -71.9% | -37.8% |
| All | +24.9% | +248.5% | -223.6% | -36.1% |
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 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