+511.9%
LDOS vs ALK
+331.7%
+180.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.8% | -8.0% | -0.6% |
| 7D | -2.8% | +12.4% | -15.2% | -4.6% |
| 30D | +13.6% | +2.1% | +11.5% | +13.0% |
| 3M | +4.2% | -23.9% | +28.1% | +8.3% |
| 6M | -8.2% | +8.2% | -16.4% | -10.3% |
| YTD | -24.1% | -20.5% | -3.6% | -22.8% |
| 1Y | -31.2% | -1.0% | -30.2% | -32.6% |
| 3Y | +35.0% | +19.2% | +15.8% | +23.8% |
| 5Y | +52.6% | -28.2% | +80.9% | +49.4% |
| 10Y | +261.9% | -39.2% | +301.1% | +239.1% |
| All | +511.9% | +331.7% | +180.1% | +350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling