+37.1%
LDOS vs JAAA
+18.5%
+18.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.0% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +12.8% | +0.4% | +12.4% | +12.1% |
| 3M | -1.0% | +1.2% | -2.2% | -2.6% |
| 6M | +6.2% | +2.3% | +3.9% | +2.9% |
| YTD | -23.2% | +3.9% | -27.2% | -27.1% |
| 1Y | -29.5% | +4.8% | -34.3% | -33.7% |
| 3Y | +37.1% | +18.5% | +18.6% | +35.2% |
| All | +37.1% | +18.5% | +18.6% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling