+250.5%
LDOS vs ALM
+2,022.9%
-1,772.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.3% |
| 7D | -7.2% | -6.7% | -0.5% | -7.1% |
| 30D | +16.8% | -32.9% | +49.7% | +17.7% |
| 3M | -1.6% | -39.5% | +37.9% | -0.8% |
| 6M | -1.0% | -62.0% | +61.0% | +0.6% |
| YTD | -25.8% | -7.8% | -17.9% | -26.1% |
| 1Y | -31.1% | +26.7% | -57.8% | -31.8% |
| 3Y | +32.8% | +825.4% | -792.6% | +26.9% |
| 5Y | +49.4% | +401.2% | -351.9% | +43.1% |
| All | +250.5% | +2,022.9% | -1,772.4% | +228.6% |
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