+253.8%
ALNY vs LDOS
+260.1%
-6.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.5% |
| 7D | +5.7% | -7.1% | +12.8% | +7.7% |
| 30D | +18.7% | -6.1% | +24.7% | +20.6% |
| 3M | -11.0% | +5.6% | -16.6% | -12.8% |
| 6M | -18.9% | -26.9% | +8.0% | -12.3% |
| YTD | -34.6% | -27.9% | -6.7% | -29.5% |
| 1Y | -42.8% | -26.8% | -16.0% | -38.9% |
| 3Y | +29.1% | +39.6% | -10.5% | +11.2% |
| 5Y | +39.6% | +39.4% | +0.2% | +18.4% |
| 10Y | +253.8% | +260.0% | -6.2% | +147.5% |
| All | +253.8% | +260.1% | -6.3% | +147.5% |
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 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