+1,370.8%
AMAT vs LDOS
+254.8%
+1,115.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -2.5% | +1.9% | -4.3% | -3.1% |
| 30D | -26.5% | +12.8% | -39.3% | -30.3% |
| 3M | -28.6% | -1.0% | -27.6% | -29.1% |
| 6M | -14.2% | +6.2% | -20.4% | -18.3% |
| YTD | +45.5% | -23.2% | +68.7% | +58.2% |
| 1Y | +59.3% | -29.5% | +88.8% | +80.8% |
| 3Y | +153.1% | +37.1% | +116.0% | +95.5% |
| 5Y | +158.2% | +55.6% | +102.5% | +79.3% |
| 10Y | +1,370.8% | +249.4% | +1,121.4% | +563.7% |
| All | +1,370.8% | +254.8% | +1,115.9% | +563.7% |
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