-29.6%
LDOS vs ALLE
+14.6%
-44.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +1.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +16.4% | +20.6% | -4.2% | +8.7% |
| 3M | +7.4% | +11.4% | -4.0% | +3.1% |
| 6M | -0.3% | +42.5% | -42.9% | -11.3% |
| YTD | -24.0% | +18.9% | -42.9% | -24.9% |
| 1Y | -29.6% | +14.2% | -43.7% | -29.6% |
| All | -29.6% | +14.6% | -44.2% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling