0.0%
ALNY vs LDOS
+30.5%
-30.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.4% |
| 7D | +5.8% | -1.6% | +7.5% | +6.0% |
| 30D | -26.5% | +8.2% | -34.7% | -27.8% |
| 3M | -27.3% | -8.2% | -19.2% | -26.6% |
| 6M | -43.4% | +5.8% | -49.2% | -44.6% |
| YTD | -58.5% | -27.0% | -31.5% | -56.9% |
| 1Y | -63.6% | -31.0% | -32.7% | -61.8% |
| 3Y | 0.0% | +29.3% | -29.3% | -10.5% |
| All | 0.0% | +30.5% | -30.5% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling