+29.9%
LDOS vs ALM
+836.8%
-806.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.8% |
| 7D | -3.5% | -4.0% | +0.6% | -3.3% |
| 30D | +9.5% | -30.5% | +40.0% | +10.9% |
| 3M | -6.3% | -46.9% | +40.6% | -4.5% |
| 6M | +2.8% | -65.5% | +68.3% | +6.2% |
| YTD | -26.6% | -13.4% | -13.3% | -27.1% |
| 1Y | -31.3% | +9.8% | -41.1% | -32.3% |
| All | +29.9% | +836.8% | -806.9% | +19.7% |
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