+40.6%
ALB vs LDOS
+228.4%
-187.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.4% |
| 7D | -3.6% | -3.5% | -0.1% | -2.4% |
| 30D | -2.9% | +9.5% | -12.4% | -6.5% |
| 3M | -25.8% | -6.3% | -19.5% | -24.5% |
| 6M | -53.6% | +2.8% | -56.4% | -54.6% |
| YTD | -32.4% | -26.6% | -5.7% | -26.0% |
| 1Y | -13.0% | -31.3% | +18.3% | -2.2% |
| 3Y | -15.0% | +30.9% | -45.9% | -30.4% |
| 5Y | -63.5% | +49.4% | -112.9% | -72.7% |
| All | +40.6% | +228.4% | -187.8% | -19.9% |
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