+371.5%
ALB vs LDOS
+509.1%
-137.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | +5.5% | -3.7% | +9.2% | +7.0% |
| 30D | -7.5% | +16.4% | -23.9% | -13.8% |
| 3M | -16.9% | +7.4% | -24.4% | -20.0% |
| 6M | -49.2% | -0.3% | -48.9% | -49.9% |
| YTD | -29.9% | -24.0% | -5.8% | -23.5% |
| 1Y | +8.2% | -29.6% | +37.8% | +22.1% |
| 3Y | -19.4% | +35.1% | -54.5% | -35.2% |
| 5Y | -61.6% | +52.9% | -114.5% | -71.8% |
| 10Y | +34.6% | +262.2% | -227.6% | -38.5% |
| All | +371.5% | +509.1% | -137.5% | +49.8% |
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