+527.3%
AZN vs LDOS
+515.5%
+11.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +1.6% | +1.9% | -0.3% | +1.1% |
| 30D | +17.3% | +12.8% | +4.5% | +13.9% |
| 3M | +15.3% | -1.0% | +16.4% | +15.3% |
| 6M | +2.1% | +6.2% | -4.1% | -0.2% |
| YTD | +2.6% | -23.2% | +25.9% | +7.6% |
| 1Y | +7.9% | -29.5% | +37.3% | +15.5% |
| 3Y | +55.8% | +37.1% | +18.8% | +37.0% |
| 5Y | +63.0% | +55.6% | +7.4% | +36.1% |
| 10Y | +343.2% | +249.4% | +93.8% | +184.8% |
| All | +527.3% | +515.5% | +11.8% | +231.3% |
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