+812.9%
ALNY vs LDOS
+515.5%
+297.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.6% |
| 7D | -5.2% | +1.9% | -7.0% | -5.8% |
| 30D | -34.8% | +12.8% | -47.6% | -38.0% |
| 3M | -30.1% | -1.0% | -29.1% | -30.3% |
| 6M | -48.6% | +6.2% | -54.8% | -50.5% |
| YTD | -61.9% | -23.2% | -38.6% | -58.9% |
| 1Y | -65.7% | -29.5% | -36.2% | -61.8% |
| 3Y | -6.3% | +37.1% | -43.4% | -22.8% |
| 5Y | -14.0% | +55.6% | -69.6% | -34.5% |
| 10Y | +231.4% | +249.4% | -18.0% | +58.7% |
| All | +812.9% | +515.5% | +297.5% | +212.7% |
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