+329.7%
AZN vs LDOS
+262.7%
+67.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.1% |
| 7D | +1.5% | -5.8% | +7.3% | +2.7% |
| 30D | +19.0% | +11.6% | +7.4% | +16.4% |
| 3M | +17.3% | -1.0% | +18.3% | +17.3% |
| 6M | +3.6% | +5.1% | -1.5% | +1.9% |
| YTD | +4.1% | -24.0% | +28.1% | +8.7% |
| 1Y | +13.1% | -30.3% | +43.4% | +20.5% |
| 3Y | +55.8% | +37.0% | +18.8% | +37.3% |
| 5Y | +66.5% | +53.4% | +13.1% | +40.2% |
| 10Y | +329.7% | +252.0% | +77.8% | +209.0% |
| All | +329.7% | +262.7% | +67.0% | +209.0% |
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