-31.1%
LDOS vs ALLY
-1.7%
-29.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | -7.2% | +0.9% | -8.1% | -7.4% |
| 30D | +16.8% | +3.1% | +13.8% | +16.0% |
| 3M | -1.6% | -12.6% | +11.0% | +1.2% |
| 6M | -1.0% | -12.4% | +11.5% | +1.5% |
| YTD | -25.8% | -13.2% | -12.6% | -22.5% |
| 1Y | -31.1% | +1.8% | -32.9% | -32.3% |
| All | -31.1% | -1.7% | -29.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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