+2,599.8%
AZO vs LDOS
+494.7%
+2,105.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +0.7% | -5.4% | +6.1% | +2.1% |
| 30D | -2.7% | +4.9% | -7.6% | -4.0% |
| 3M | -3.2% | +7.2% | -10.4% | -5.3% |
| 6M | -19.7% | -24.2% | +4.5% | -14.6% |
| YTD | -12.0% | -25.8% | +13.8% | -6.5% |
| 1Y | -29.5% | -24.7% | -4.8% | -25.6% |
| 3Y | +17.3% | +39.3% | -21.9% | +3.2% |
| 5Y | +94.1% | +43.3% | +50.8% | +67.2% |
| 10Y | +303.3% | +278.6% | +24.7% | +167.7% |
| All | +2,599.8% | +494.7% | +2,105.1% | +1,419.4% |
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