+52.6%
LDOS vs ALLE
+58.3%
-5.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | -2.8% | +6.7% | -9.5% | -4.7% |
| 30D | +13.6% | +25.4% | -11.8% | +5.8% |
| 3M | +4.2% | +16.9% | -12.7% | -0.9% |
| 6M | -8.2% | +46.6% | -54.8% | -18.5% |
| YTD | -24.1% | +22.4% | -46.5% | -28.9% |
| 1Y | -31.2% | +17.7% | -49.0% | -34.8% |
| 3Y | +35.0% | +96.3% | -61.4% | +8.7% |
| 5Y | +52.6% | +57.4% | -4.8% | +29.4% |
| All | +52.6% | +58.3% | -5.7% | +29.4% |
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 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