+61.4%
AMAT vs LDOS
-27.6%
+89.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.1% |
| 7D | -11.2% | -2.8% | -8.4% | -11.7% |
| 30D | -31.9% | +13.6% | -45.5% | -29.9% |
| 3M | -32.3% | +4.2% | -36.6% | -31.4% |
| 6M | -5.4% | -8.2% | +2.8% | +1.7% |
| YTD | +44.3% | -24.1% | +68.3% | +55.6% |
| 1Y | +61.4% | -31.2% | +92.6% | +79.9% |
| All | +61.4% | -27.6% | +89.0% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling