+275.4%
LDOS vs ALK
-34.2%
+309.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -5.4% | -0.7% | -4.7% | -5.3% |
| 30D | +4.9% | -19.2% | +24.1% | +8.8% |
| 3M | +7.2% | -1.5% | +8.7% | +6.8% |
| 6M | -24.2% | -13.1% | -11.2% | -23.4% |
| YTD | -25.8% | -16.4% | -9.4% | -24.8% |
| 1Y | -24.7% | -33.1% | +8.4% | -20.7% |
| 3Y | +39.3% | +0.6% | +38.7% | +29.3% |
| 5Y | +43.3% | -26.4% | +69.7% | +38.8% |
| All | +275.4% | -34.2% | +309.6% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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