+58.9%
AKAM vs LDOS
+509.1%
-450.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.1% | -9.5% | -9.5% |
| 7D | -21.7% | -3.7% | -18.0% | -20.7% |
| 30D | -28.3% | +16.4% | -44.7% | -32.7% |
| 3M | -36.3% | +7.4% | -43.7% | -38.6% |
| 6M | -34.0% | -0.3% | -33.7% | -35.0% |
| YTD | -10.8% | -24.0% | +13.2% | -3.0% |
| 1Y | +6.7% | -29.6% | +36.2% | +19.6% |
| 3Y | -28.3% | +35.1% | -63.4% | -40.7% |
| 5Y | -27.4% | +52.9% | -80.4% | -44.9% |
| 10Y | +18.3% | +262.2% | -243.9% | -44.5% |
| All | +58.9% | +509.1% | -450.2% | -48.1% |
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 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