+498.1%
LDOS vs ALK
+353.8%
+144.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -5.4% | -0.7% | -4.7% | -5.3% |
| 30D | +4.9% | -19.2% | +24.1% | +8.2% |
| 3M | +7.2% | -1.5% | +8.7% | +6.9% |
| 6M | -24.2% | -13.1% | -11.2% | -23.6% |
| YTD | -25.8% | -16.4% | -9.4% | -24.9% |
| 1Y | -24.7% | -33.1% | +8.4% | -21.4% |
| 3Y | +39.3% | +0.6% | +38.7% | +31.8% |
| 5Y | +43.3% | -26.4% | +69.7% | +39.9% |
| 10Y | +278.6% | -34.2% | +312.7% | +251.2% |
| All | +498.1% | +353.8% | +144.3% | +338.2% |
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