+55.8%
AZN vs LDOS
+35.8%
+19.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.4% |
| 7D | +1.5% | -5.8% | +7.3% | +1.9% |
| 30D | +19.0% | +11.6% | +7.4% | +18.2% |
| 3M | +17.3% | -1.0% | +18.3% | +17.3% |
| 6M | +3.6% | +5.1% | -1.5% | +3.0% |
| YTD | +4.1% | -24.0% | +28.1% | +5.4% |
| 1Y | +13.1% | -30.3% | +43.4% | +16.0% |
| 3Y | +55.8% | +37.0% | +18.8% | +30.6% |
| All | +55.8% | +35.8% | +19.9% | +30.6% |
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