-31.2%
LDOS vs ADVB
-76.7%
+45.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.3% | +0.7% |
| 7D | -2.8% | -29.5% | +26.7% | -2.9% |
| 30D | +13.6% | -66.9% | +80.5% | +13.7% |
| 3M | +4.2% | -73.7% | +77.9% | +4.4% |
| 6M | -8.2% | -64.8% | +56.6% | -8.1% |
| YTD | -24.1% | -64.0% | +40.0% | -23.5% |
| 1Y | -31.2% | -77.0% | +45.8% | -29.7% |
| All | -31.2% | -76.7% | +45.4% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling