+66.0%
LDOS vs JAAA
+29.3%
+36.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -5.4% | +0.2% | -5.6% | -5.5% |
| 30D | +4.9% | +0.5% | +4.4% | +4.5% |
| 3M | +7.2% | +1.3% | +5.9% | +6.2% |
| 6M | -24.2% | +2.7% | -26.9% | -25.7% |
| YTD | -25.8% | +3.2% | -29.0% | -27.5% |
| 1Y | -24.7% | +4.9% | -29.6% | -27.3% |
| 3Y | +39.3% | +19.0% | +20.3% | +26.6% |
| 5Y | +43.3% | +26.8% | +16.5% | +26.7% |
| All | +66.0% | +29.3% | +36.7% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling