+41.3%
LDOS vs ALLE
+42.6%
-1.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | +4.9% | -6.8% | +11.7% | +7.1% |
| 3M | +7.2% | +21.0% | -13.8% | +1.3% |
| 6M | -24.2% | +1.1% | -25.4% | -24.6% |
| YTD | -25.8% | -0.5% | -25.3% | -25.3% |
| 1Y | -24.7% | -7.3% | -17.5% | -22.8% |
| All | +41.3% | +42.6% | -1.3% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling