+45.2%
LDOS vs ABCL
-41.3%
+86.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -5.4% | +0.7% | -6.1% | -5.4% |
| 30D | +4.9% | +93.1% | -88.2% | +1.5% |
| 3M | +7.2% | +79.4% | -72.3% | +3.8% |
| 6M | -24.2% | +214.9% | -239.1% | -28.8% |
| YTD | -25.8% | +234.2% | -260.0% | -30.7% |
| 1Y | -24.7% | +174.8% | -199.5% | -29.3% |
| 3Y | +39.3% | +104.5% | -65.2% | +29.4% |
| All | +45.2% | -41.3% | +86.5% | +30.2% |
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