-31.1%
LDOS vs ALK
-6.6%
-24.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -7.2% | +9.0% | -16.2% | -7.8% |
| 30D | +16.8% | -1.6% | +18.5% | +16.7% |
| 3M | -1.6% | -23.2% | +21.6% | +0.1% |
| 6M | -1.0% | -3.9% | +2.9% | -0.8% |
| YTD | -25.8% | -22.6% | -3.2% | -24.5% |
| 1Y | -31.1% | -5.3% | -25.8% | -31.7% |
| All | -31.1% | -6.6% | -24.5% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling