+213.0%
ALNY vs LDOS
+228.4%
-15.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | 0.0% | -3.5% | +3.5% | +0.9% |
| 30D | -30.0% | +9.5% | -39.5% | -32.0% |
| 3M | -30.1% | -6.3% | -23.8% | -29.2% |
| 6M | -46.4% | +2.8% | -49.2% | -47.4% |
| YTD | -60.6% | -26.6% | -34.0% | -57.8% |
| 1Y | -65.4% | -31.3% | -34.1% | -62.2% |
| 3Y | -3.2% | +30.9% | -34.2% | -15.8% |
| 5Y | -8.3% | +49.4% | -57.7% | -25.0% |
| All | +213.0% | +228.4% | -15.3% | +58.5% |
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