+129.3%
LDOS vs ALC
+31.8%
+97.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.6% |
| 7D | -7.2% | +4.9% | -12.1% | -8.7% |
| 30D | +16.8% | +19.0% | -2.1% | +10.5% |
| 3M | -1.6% | +7.8% | -9.4% | -4.1% |
| 6M | -1.0% | +14.6% | -15.5% | -5.5% |
| YTD | -25.8% | -4.4% | -21.3% | -25.4% |
| 1Y | -31.1% | +1.4% | -32.5% | -32.2% |
| 3Y | +32.8% | +2.5% | +30.3% | +26.4% |
| 5Y | +49.4% | -10.9% | +60.3% | +47.8% |
| All | +129.3% | +31.8% | +97.5% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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