+614.0%
LDOS vs ALM
+3,805.1%
-3,191.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.7% |
| 7D | -2.8% | -6.4% | +3.6% | -2.8% |
| 30D | +13.6% | -35.0% | +48.6% | +13.8% |
| 3M | +4.2% | -33.8% | +38.0% | +4.4% |
| 6M | -8.2% | -55.0% | +46.8% | -8.0% |
| YTD | -24.1% | -0.2% | -23.9% | -24.2% |
| 1Y | -31.2% | +41.8% | -73.0% | -31.4% |
| 3Y | +35.0% | +864.6% | -829.6% | +33.5% |
| 5Y | +52.6% | +443.3% | -390.7% | +51.0% |
| 10Y | +261.9% | +2,253.4% | -1,991.5% | +254.9% |
| All | +614.0% | +3,805.1% | -3,191.1% | +579.5% |
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 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