+247.2%
AMAT vs LDOS
+43.9%
+203.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | -1.5% | -5.4% | +3.9% | -0.6% |
| 30D | -14.8% | +4.9% | -19.7% | -15.7% |
| 3M | -9.3% | +7.2% | -16.5% | -10.3% |
| 6M | +27.4% | -24.2% | +51.6% | +37.5% |
| YTD | +77.6% | -25.8% | +103.4% | +91.5% |
| 1Y | +188.9% | -24.7% | +213.7% | +210.0% |
| 3Y | +202.3% | +39.3% | +163.0% | +166.3% |
| All | +247.2% | +43.9% | +203.3% | +197.3% |
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 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