+512.4%
LDOS vs ALK
+317.7%
+194.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | -3.7% | +7.1% | -10.7% | -4.8% |
| 30D | +16.4% | -3.0% | +19.4% | +16.7% |
| 3M | +7.4% | -25.6% | +33.1% | +12.0% |
| 6M | -0.3% | +0.5% | -0.8% | -1.4% |
| YTD | -24.0% | -23.1% | -1.0% | -22.3% |
| 1Y | -29.6% | -7.5% | -22.0% | -30.3% |
| 3Y | +35.1% | +15.3% | +19.8% | +24.6% |
| 5Y | +52.9% | -34.8% | +87.7% | +52.1% |
| 10Y | +262.2% | -41.2% | +303.4% | +241.1% |
| All | +512.4% | +317.7% | +194.7% | +353.5% |
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