+1,587.5%
AMAT vs LDOS
+278.0%
+1,309.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | -1.5% | -5.4% | +3.9% | +0.7% |
| 30D | -14.8% | +4.9% | -19.7% | -16.8% |
| 3M | -9.3% | +7.2% | -16.5% | -13.1% |
| 6M | +27.4% | -24.2% | +51.6% | +41.8% |
| YTD | +77.6% | -25.8% | +103.4% | +97.4% |
| 1Y | +188.9% | -24.7% | +213.7% | +218.2% |
| 3Y | +202.3% | +39.3% | +163.0% | +133.0% |
| 5Y | +248.9% | +43.3% | +205.6% | +155.8% |
| All | +1,587.5% | +278.0% | +1,309.4% | +714.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling