+218.2%
AZN vs LDOS
+260.1%
-42.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.1% |
| 7D | -1.5% | -7.1% | +5.6% | -0.1% |
| 30D | -0.9% | -6.1% | +5.2% | +0.3% |
| 3M | -11.8% | +5.6% | -17.5% | -13.3% |
| 6M | -17.6% | -26.9% | +9.3% | -12.6% |
| YTD | -12.0% | -27.9% | +15.9% | -7.1% |
| 1Y | -0.9% | -26.8% | +25.9% | +4.2% |
| 3Y | +23.7% | +39.6% | -15.9% | +8.2% |
| 5Y | +54.5% | +39.4% | +15.2% | +33.3% |
| 10Y | +218.2% | +260.0% | -41.8% | +123.5% |
| All | +218.2% | +260.1% | -42.0% | +123.5% |
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