+26.1%
AZN vs LDOS
+42.3%
-16.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | 0.0% | -5.4% | +5.4% | +0.3% |
| 30D | +0.7% | +4.9% | -4.1% | +0.4% |
| 3M | -10.5% | +7.2% | -17.7% | -11.2% |
| 6M | -19.3% | -24.2% | +5.0% | -17.7% |
| YTD | -10.6% | -25.8% | +15.2% | -9.2% |
| 1Y | +0.5% | -24.7% | +25.2% | +1.9% |
| All | +26.1% | +42.3% | -16.1% | +10.0% |
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 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