+446.5%
AZN vs LDOS
+494.7%
-48.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | 0.0% | -5.4% | +5.4% | +1.3% |
| 30D | +0.7% | +4.9% | -4.1% | -0.6% |
| 3M | -10.5% | +7.2% | -17.7% | -12.6% |
| 6M | -19.3% | -24.2% | +5.0% | -14.3% |
| YTD | -10.6% | -25.8% | +15.2% | -5.4% |
| 1Y | +0.5% | -24.7% | +25.2% | +5.9% |
| 3Y | +25.9% | +39.3% | -13.4% | +10.1% |
| 5Y | +52.4% | +43.3% | +9.1% | +30.0% |
| 10Y | +220.8% | +278.6% | -57.7% | +101.3% |
| All | +446.5% | +494.7% | -48.3% | +191.5% |
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 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