+4.1%
LDOS vs ADVB
-97.6%
+101.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.5% | +9.6% | +0.1% |
| 7D | -3.7% | -28.0% | +24.3% | -3.7% |
| 30D | +16.4% | -70.2% | +86.6% | +16.5% |
| 3M | +7.4% | -76.1% | +83.5% | +7.6% |
| 6M | -0.3% | -72.3% | +72.0% | -0.2% |
| YTD | -24.0% | -67.5% | +43.4% | -23.9% |
| 1Y | -29.6% | -78.6% | +49.0% | -29.3% |
| All | +4.1% | -97.6% | +101.7% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling