+41.3%
LDOS vs ALM
+2,063.1%
-2,021.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -5.4% | -2.6% | -2.8% | -5.3% |
| 30D | +4.9% | +32.0% | -27.1% | +3.7% |
| 3M | +7.2% | -15.0% | +22.2% | +7.3% |
| 6M | -24.2% | -10.1% | -14.1% | -24.6% |
| YTD | -25.8% | +99.4% | -125.2% | -28.1% |
| 1Y | -24.7% | +316.4% | -341.1% | -28.6% |
| All | +41.3% | +2,063.1% | -2,021.9% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling