+258.8%
LDOS vs ALM
+1,978.4%
-1,719.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.7% | +0.3% |
| 7D | -3.7% | -14.5% | +10.8% | -3.4% |
| 30D | +16.4% | -39.0% | +55.4% | +17.5% |
| 3M | +7.4% | -40.3% | +47.7% | +8.3% |
| 6M | -0.3% | -60.3% | +60.0% | +1.1% |
| YTD | -24.0% | -9.8% | -14.3% | -24.3% |
| 1Y | -29.6% | +30.8% | -60.3% | -30.3% |
| 3Y | +35.1% | +772.4% | -737.3% | +29.2% |
| 5Y | +52.9% | +390.7% | -337.8% | +46.5% |
| All | +258.8% | +1,978.4% | -1,719.7% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling