-13.7%
ALB vs LDOS
+35.4%
-49.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +5.5% | -3.7% | +9.2% | +6.2% |
| 30D | -7.5% | +16.4% | -23.9% | -10.4% |
| 3M | -16.9% | +7.4% | -24.4% | -18.2% |
| 6M | -49.2% | -0.3% | -48.9% | -49.4% |
| YTD | -29.9% | -24.0% | -5.8% | -26.9% |
| 1Y | +8.2% | -29.6% | +37.8% | +15.4% |
| All | -13.7% | +35.4% | -49.1% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling