+19.0%
LDOS vs AHR
+394.2%
-375.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +8.2% | +10.2% | -2.0% | +7.3% |
| 3M | -8.2% | +8.3% | -16.5% | -8.9% |
| 6M | +5.8% | +13.0% | -7.2% | +4.2% |
| YTD | -27.0% | +24.6% | -51.6% | -29.1% |
| 1Y | -31.0% | +22.2% | -53.2% | -32.9% |
| All | +19.0% | +394.2% | -375.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 3y: compounded portfolio wealth divided by compounded AHR 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…
3y analysis · Full analysis span regression · 6 months rolling