+156.4%
AMAT vs LDOS
+52.4%
+104.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -11.2% | -2.8% | -8.4% | -10.9% |
| 30D | -31.9% | +13.6% | -45.5% | -33.4% |
| 3M | -32.3% | +4.2% | -36.6% | -33.1% |
| 6M | -5.4% | -8.2% | +2.8% | -2.9% |
| YTD | +44.3% | -24.1% | +68.3% | +55.1% |
| 1Y | +61.4% | -31.2% | +92.6% | +78.9% |
| 3Y | +170.6% | +35.0% | +135.6% | +137.3% |
| 5Y | +156.4% | +52.6% | +103.8% | +109.8% |
| All | +156.4% | +52.4% | +104.0% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling