+416.9%
LDOS vs ALLY
+101.5%
+315.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -3.7% | -1.1% | -2.6% | -3.5% |
| 30D | +16.4% | +4.2% | +12.2% | +15.2% |
| 3M | +7.4% | -12.4% | +19.8% | +10.8% |
| 6M | -0.3% | -8.7% | +8.3% | +1.6% |
| YTD | -24.0% | -11.6% | -12.4% | -22.2% |
| 1Y | -29.6% | +0.2% | -29.7% | -30.1% |
| 3Y | +35.1% | +57.1% | -22.0% | +15.9% |
| 5Y | +52.9% | -6.8% | +59.8% | +44.9% |
| 10Y | +262.2% | +200.4% | +61.9% | +122.2% |
| All | +416.9% | +101.5% | +315.4% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling