+106.4%
AMCR vs LDOS
+858.9%
-752.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.9% | -5.4% | +3.5% | -0.9% |
| 30D | -4.1% | +4.9% | -9.0% | -5.0% |
| 3M | +21.7% | +7.2% | +14.5% | +19.8% |
| 6M | +1.5% | -24.2% | +25.7% | +6.2% |
| YTD | +13.1% | -25.8% | +38.9% | +18.2% |
| 1Y | +16.5% | -24.7% | +41.2% | +21.2% |
| 3Y | +10.3% | +39.3% | -29.0% | +0.6% |
| 5Y | -7.7% | +43.3% | -51.0% | -16.9% |
| 10Y | +24.6% | +278.6% | -253.9% | +9.9% |
| All | +106.4% | +858.9% | -752.5% | +77.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling