+45.2%
LDOS vs ALC
-16.0%
+61.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.9% |
| 7D | -5.4% | -2.1% | -3.3% | -5.1% |
| 30D | +4.9% | -0.1% | +5.0% | +4.9% |
| 3M | +7.2% | +5.9% | +1.3% | +6.0% |
| 6M | -24.2% | -15.9% | -8.3% | -22.2% |
| YTD | -25.8% | -10.1% | -15.7% | -24.8% |
| 1Y | -24.7% | -10.2% | -14.5% | -23.7% |
| 3Y | +39.3% | -13.6% | +52.8% | +40.9% |
| All | +45.2% | -16.0% | +61.2% | +39.0% |
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