+503.3%
ALB vs LDOS
+494.7%
+8.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -5.0% | -4.7% |
| 7D | -8.1% | -5.4% | -2.7% | -5.9% |
| 30D | +6.3% | +4.9% | +1.4% | +4.0% |
| 3M | -23.6% | +7.2% | -30.8% | -26.4% |
| 6M | -24.6% | -24.2% | -0.4% | -15.9% |
| YTD | -10.3% | -25.8% | +15.5% | -0.5% |
| 1Y | +61.5% | -24.7% | +86.2% | +76.7% |
| 3Y | -34.0% | +39.3% | -73.3% | -47.6% |
| 5Y | -44.6% | +43.3% | -87.9% | -57.8% |
| 10Y | +76.1% | +278.6% | -202.5% | -21.0% |
| All | +503.3% | +494.7% | +8.5% | +94.8% |
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