+16.5%
AMCR vs LDOS
+260.1%
-243.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.0% |
| 7D | -1.8% | -7.1% | +5.3% | 0.0% |
| 30D | -6.0% | -6.1% | 0.0% | -4.6% |
| 3M | +18.9% | +5.6% | +13.3% | +16.6% |
| 6M | +5.7% | -26.9% | +32.6% | +14.1% |
| YTD | +11.1% | -27.9% | +39.0% | +19.4% |
| 1Y | +12.7% | -26.8% | +39.5% | +20.3% |
| 3Y | +9.6% | +39.6% | -30.0% | -6.5% |
| 5Y | -10.3% | +39.4% | -49.7% | -24.7% |
| 10Y | +16.5% | +260.0% | -243.5% | -6.2% |
| All | +16.5% | +260.1% | -243.7% | -6.2% |
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