-9.5%
AZO vs LDOS
-27.6%
+18.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.8% |
| 7D | +5.3% | -2.8% | +8.2% | +5.7% |
| 30D | +18.4% | +13.6% | +4.9% | +17.1% |
| 3M | +9.8% | +4.2% | +5.6% | +9.2% |
| 6M | -4.5% | -8.2% | +3.7% | -5.0% |
| YTD | -1.9% | -24.1% | +22.1% | -2.9% |
| 1Y | -9.5% | -31.2% | +21.7% | -8.3% |
| All | -9.5% | -27.6% | +18.1% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling