+45.2%
LDOS vs ALLE
+13.7%
+31.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.1% |
| 6M | -24.2% | +1.1% | -25.4% | -24.8% |
| YTD | -25.8% | -0.5% | -25.3% | -25.8% |
| 1Y | -24.7% | -7.3% | -17.5% | -23.1% |
| 3Y | +39.3% | +42.3% | -3.0% | +23.9% |
| All | +45.2% | +13.7% | +31.5% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling