+28.2%
BABA vs LDOS
+526.3%
-498.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -4.8% | -5.4% | +0.6% | -3.5% |
| 30D | -11.9% | +4.9% | -16.8% | -13.0% |
| 3M | -9.3% | +7.2% | -16.5% | -11.1% |
| 6M | -14.2% | -24.2% | +10.0% | -9.1% |
| YTD | -22.0% | -25.8% | +3.8% | -17.4% |
| 1Y | -12.7% | -24.7% | +12.0% | -7.9% |
| 3Y | +26.7% | +39.3% | -12.6% | +10.4% |
| 5Y | -29.3% | +43.3% | -72.7% | -40.1% |
| 10Y | +21.2% | +278.6% | -257.3% | -32.6% |
| All | +28.2% | +526.3% | -498.1% | -45.4% |
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