+52.6%
LDOS vs ABCL
-30.1%
+82.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -2.8% | -10.0% | +7.2% | -2.4% |
| 30D | +13.6% | -10.9% | +24.5% | +14.0% |
| 3M | +4.2% | +101.6% | -97.4% | +0.2% |
| 6M | -8.2% | +167.5% | -175.7% | -13.5% |
| YTD | -24.1% | +259.1% | -283.2% | -29.9% |
| 1Y | -31.2% | +152.2% | -183.4% | -35.6% |
| 3Y | +35.0% | +161.3% | -126.3% | +23.4% |
| 5Y | +52.6% | -29.3% | +81.9% | +39.5% |
| All | +52.6% | -30.1% | +82.7% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling