+45.2%
LDOS vs ALLY
+1.6%
+43.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -5.4% | +3.7% | -9.1% | -6.0% |
| 30D | +4.9% | -2.3% | +7.1% | +5.2% |
| 3M | +7.2% | +3.8% | +3.4% | +6.4% |
| 6M | -24.2% | +9.7% | -34.0% | -25.6% |
| YTD | -25.8% | -1.4% | -24.4% | -25.9% |
| 1Y | -24.7% | +8.2% | -33.0% | -26.0% |
| 3Y | +39.3% | +66.5% | -27.2% | +26.2% |
| All | +45.2% | +1.6% | +43.6% | +34.0% |
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