+250.5%
LDOS vs ALLE
+222.4%
+28.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -7.2% | -0.6% | -6.6% | -7.0% |
| 30D | +16.8% | +25.3% | -8.5% | +6.0% |
| 3M | -1.6% | +10.3% | -11.9% | -5.9% |
| 6M | -1.0% | +38.0% | -39.0% | -14.3% |
| YTD | -25.8% | +17.8% | -43.5% | -31.4% |
| 1Y | -31.1% | +13.6% | -44.7% | -35.4% |
| 3Y | +32.8% | +89.2% | -56.4% | -3.2% |
| 5Y | +49.4% | +51.1% | -1.7% | +17.8% |
| All | +250.5% | +222.4% | +28.1% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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