-6.7%
ALNY vs LDOS
+32.3%
-39.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -5.5% | -7.2% | +1.7% | -4.4% |
| 30D | -30.5% | +16.8% | -47.4% | -32.6% |
| 3M | -27.8% | -1.6% | -26.3% | -27.9% |
| 6M | -48.5% | -1.0% | -47.6% | -49.0% |
| YTD | -60.8% | -25.8% | -35.0% | -59.3% |
| 1Y | -64.6% | -31.1% | -33.5% | -62.7% |
| 3Y | -6.7% | +32.8% | -39.5% | -17.9% |
| All | -6.7% | +32.3% | -39.0% | -17.9% |
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