+207.4%
ALAB vs LDOS
+6.6%
+200.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +6.8% |
| 7D | -26.3% | -7.2% | -19.1% | -25.1% |
| 30D | -50.1% | +16.8% | -67.0% | -52.7% |
| 3M | -42.5% | -1.6% | -40.9% | -42.6% |
| 6M | -10.8% | -1.0% | -9.9% | -10.3% |
| YTD | +14.6% | -25.8% | +40.4% | +33.7% |
| 1Y | +17.1% | -31.1% | +48.2% | +40.0% |
| All | +207.4% | +6.6% | +200.9% | +243.2% |
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 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