+52.9%
LDOS vs ALC
-8.7%
+61.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.7% | +7.6% | -11.3% | -5.2% |
| 30D | +16.4% | +21.1% | -4.8% | +11.9% |
| 3M | +7.4% | +8.5% | -1.1% | +5.5% |
| 6M | -0.3% | +2.8% | -3.2% | -1.4% |
| YTD | -24.0% | -2.4% | -21.6% | -24.3% |
| 1Y | -29.6% | +3.5% | -33.0% | -30.6% |
| 3Y | +35.1% | +4.2% | +30.9% | +31.9% |
| 5Y | +52.9% | -9.0% | +61.9% | +49.3% |
| All | +52.9% | -8.7% | +61.7% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling