+52.9%
LDOS vs ALLE
+51.8%
+1.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +1.0% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +16.4% | +20.6% | -4.2% | +9.7% |
| 3M | +7.4% | +11.4% | -4.0% | +3.7% |
| 6M | -0.3% | +42.5% | -42.9% | -10.8% |
| YTD | -24.0% | +18.9% | -42.9% | -28.2% |
| 1Y | -29.6% | +14.2% | -43.7% | -32.6% |
| 3Y | +35.1% | +90.7% | -55.6% | +9.7% |
| 5Y | +52.9% | +52.5% | +0.4% | +31.0% |
| All | +52.9% | +51.8% | +1.1% | +31.0% |
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