+1,111.0%
AMAT vs LDOS
+256.7%
+854.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.1% | -13.7% | -13.6% |
| 7D | -24.3% | -3.7% | -20.6% | -23.4% |
| 30D | -39.8% | +16.4% | -56.2% | -43.6% |
| 3M | -40.2% | +7.4% | -47.6% | -42.7% |
| 6M | -22.1% | -0.3% | -21.8% | -23.7% |
| YTD | +24.7% | -24.0% | +48.7% | +36.1% |
| 1Y | +33.3% | -29.6% | +62.8% | +50.9% |
| 3Y | +133.9% | +35.1% | +98.7% | +82.1% |
| 5Y | +117.1% | +52.9% | +64.2% | +52.4% |
| All | +1,111.0% | +256.7% | +854.3% | +500.1% |
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