+36.0%
LDOS vs ABCL
-81.3%
+117.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | +7.2% | +79.4% | -72.3% | +4.6% |
| 6M | -24.2% | +214.9% | -239.1% | -27.7% |
| YTD | -25.8% | +234.2% | -260.0% | -29.5% |
| 1Y | -24.7% | +174.8% | -199.5% | -28.2% |
| 3Y | +39.3% | +104.5% | -65.2% | +31.6% |
| 5Y | +43.3% | -39.0% | +82.3% | +34.6% |
| All | +36.0% | -81.3% | +117.2% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling