+27.1%
BABA vs LDOS
+39.7%
-12.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -4.8% | -5.4% | +0.6% | -4.4% |
| 30D | -11.9% | +4.9% | -16.8% | -12.3% |
| 3M | -9.3% | +7.2% | -16.5% | -10.0% |
| 6M | -14.2% | -24.2% | +10.0% | -13.2% |
| YTD | -22.0% | -25.8% | +3.8% | -21.1% |
| 1Y | -12.7% | -24.7% | +12.0% | -11.6% |
| All | +27.1% | +39.7% | -12.6% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling