+22.3%
AMCR vs LDOS
+262.7%
-240.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | 0.0% |
| 7D | -7.9% | -5.8% | -2.1% | -6.4% |
| 30D | +8.2% | +11.6% | -3.4% | +5.1% |
| 3M | -4.3% | -1.0% | -3.3% | -4.3% |
| 6M | +16.6% | +5.1% | +11.5% | +14.3% |
| YTD | +13.1% | -24.0% | +37.1% | +19.9% |
| 1Y | +14.4% | -30.3% | +44.7% | +24.3% |
| 3Y | +18.4% | +37.0% | -18.6% | +1.5% |
| 5Y | -5.8% | +53.4% | -59.2% | -23.5% |
| 10Y | +22.3% | +252.0% | -229.7% | -3.4% |
| All | +22.3% | +262.7% | -240.4% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling