+17.1%
BABA vs LDOS
+248.5%
-231.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.7% |
| 7D | +11.6% | -7.2% | +18.8% | +13.2% |
| 30D | +2.3% | +16.8% | -14.6% | -0.9% |
| 3M | -13.7% | -1.6% | -12.1% | -13.7% |
| 6M | -21.9% | -1.0% | -20.9% | -22.3% |
| YTD | -24.6% | -25.8% | +1.1% | -21.1% |
| 1Y | -34.1% | -31.1% | -3.0% | -29.9% |
| 3Y | +36.3% | +32.8% | +3.5% | +22.4% |
| 5Y | -26.7% | +49.4% | -76.1% | -37.3% |
| All | +17.1% | +248.5% | -231.4% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling