+30.7%
AMCR vs LDOS
-27.6%
+58.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.2% |
| 7D | +6.2% | -2.8% | +9.0% | +6.6% |
| 30D | +16.0% | +13.6% | +2.4% | +14.9% |
| 3M | +4.4% | +4.2% | +0.1% | +4.0% |
| 6M | +35.5% | -8.2% | +43.7% | +33.3% |
| YTD | +21.5% | -24.1% | +45.6% | +17.6% |
| 1Y | +30.7% | -31.2% | +62.0% | +27.7% |
| All | +30.7% | -27.6% | +58.4% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling