+67.6%
LDOS vs JAAA
+30.2%
+37.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +10.1% | +0.4% | +9.7% | +9.8% |
| 3M | -4.7% | +1.2% | -5.8% | -5.5% |
| 6M | +5.6% | +2.3% | +3.2% | +3.8% |
| YTD | -25.1% | +4.0% | -29.0% | -27.2% |
| 1Y | -31.7% | +4.8% | -36.5% | -34.0% |
| 3Y | +33.7% | +18.5% | +15.2% | +21.5% |
| 5Y | +54.4% | +27.5% | +26.9% | +35.6% |
| All | +67.6% | +30.2% | +37.3% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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