+52.6%
LDOS vs ALLY
-6.3%
+59.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.1% |
| 7D | -2.8% | +2.4% | -5.2% | -3.2% |
| 30D | +13.6% | +5.6% | +8.0% | +12.6% |
| 3M | +4.2% | -11.7% | +15.9% | +6.2% |
| 6M | -8.2% | -7.0% | -1.2% | -7.3% |
| YTD | -24.1% | -10.4% | -13.6% | -23.1% |
| 1Y | -31.2% | +2.4% | -33.6% | -31.7% |
| 3Y | +35.0% | +59.2% | -24.2% | +23.4% |
| 5Y | +52.6% | -5.0% | +57.6% | +44.6% |
| All | +52.6% | -6.3% | +59.0% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling