-31.0%
LDOS vs ALC
-6.0%
-25.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.4% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | +8.2% | +16.0% | -7.8% | +3.7% |
| 3M | -8.2% | +0.8% | -9.0% | -8.9% |
| 6M | +5.8% | +16.8% | -11.0% | +1.5% |
| YTD | -27.0% | -5.5% | -21.5% | -28.3% |
| 1Y | -31.0% | -5.3% | -25.7% | -32.2% |
| All | -31.0% | -6.0% | -25.0% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling