+142.8%
AMC vs LDOS
-8.2%
+150.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.4% |
| 7D | +17.7% | -2.8% | +20.5% | +17.3% |
| 30D | +26.2% | +13.6% | +12.6% | +28.1% |
| 3M | +31.3% | +4.2% | +27.1% | +33.1% |
| 6M | +142.8% | -8.2% | +151.0% | +125.3% |
| All | +142.8% | -8.2% | +150.9% | +125.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling