+614.7%
LDOS vs ALM
+3,431.9%
-2,817.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.7% | +0.1% |
| 7D | -3.7% | -14.5% | +10.8% | -3.6% |
| 30D | +16.4% | -39.0% | +55.4% | +16.6% |
| 3M | +7.4% | -40.3% | +47.7% | +7.6% |
| 6M | -0.3% | -60.3% | +60.0% | 0.0% |
| YTD | -24.0% | -9.8% | -14.3% | -24.1% |
| 1Y | -29.6% | +30.8% | -60.3% | -29.7% |
| 3Y | +35.1% | +772.4% | -737.3% | +33.6% |
| 5Y | +52.9% | +390.7% | -337.8% | +51.3% |
| 10Y | +262.2% | +2,028.5% | -1,766.3% | +255.4% |
| All | +614.7% | +3,431.9% | -2,817.2% | +580.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling