-32.3%
AMAT vs LDOS
+8.9%
-41.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.0% |
| 7D | -11.2% | -2.8% | -8.4% | -12.1% |
| 30D | -31.9% | +13.6% | -45.5% | -28.3% |
| 3M | -32.3% | +4.2% | -36.6% | -31.1% |
| All | -32.3% | +8.9% | -41.3% | -31.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling