-62.1%
ALB vs LDOS
+49.1%
-111.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.4% |
| 7D | +9.1% | -7.2% | +16.3% | +10.9% |
| 30D | -3.4% | +16.8% | -20.3% | -7.2% |
| 3M | -20.6% | -1.6% | -19.0% | -20.5% |
| 6M | -48.2% | -1.0% | -47.2% | -48.3% |
| YTD | -29.2% | -25.8% | -3.5% | -25.0% |
| 1Y | +10.0% | -31.1% | +41.1% | +19.2% |
| 3Y | -12.9% | +32.8% | -45.7% | -25.8% |
| All | -62.1% | +49.1% | -111.3% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling