+35.9%
LDOS vs ALLY
+57.0%
-21.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -3.7% | -1.1% | -2.6% | -3.5% |
| 30D | +16.4% | +4.2% | +12.2% | +15.6% |
| 3M | +7.4% | -12.4% | +19.8% | +9.6% |
| 6M | -0.3% | -8.7% | +8.3% | +0.9% |
| YTD | -24.0% | -11.6% | -12.4% | -22.8% |
| 1Y | -29.6% | +0.2% | -29.7% | -29.8% |
| All | +35.9% | +57.0% | -21.1% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling