+1.6%
LDOS vs ADVB
-88.3%
+90.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -5.4% | -3.8% | -1.6% | -5.4% |
| 30D | +4.9% | +17.6% | -12.7% | +4.8% |
| 3M | +7.2% | +119.1% | -111.9% | +7.0% |
| 6M | -24.2% | +103.4% | -127.6% | -24.5% |
| YTD | -25.8% | +59.8% | -85.6% | -25.8% |
| 1Y | -24.7% | +8.5% | -33.3% | -24.5% |
| All | +1.6% | -88.3% | +90.0% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling