+39.2%
LDOS vs ABCL
-81.8%
+121.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.4% | +9.5% | +0.4% |
| 7D | -3.7% | -14.9% | +11.2% | -3.3% |
| 30D | +16.4% | -15.4% | +31.7% | +16.8% |
| 3M | +7.4% | +88.0% | -80.6% | +4.6% |
| 6M | -0.3% | +138.8% | -139.2% | -4.1% |
| YTD | -24.0% | +225.4% | -249.5% | -27.9% |
| 1Y | -29.6% | +137.3% | -166.9% | -32.6% |
| 3Y | +35.1% | +136.8% | -101.7% | +27.3% |
| 5Y | +52.9% | -26.2% | +79.2% | +43.9% |
| All | +39.2% | -81.8% | +121.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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