+20.2%
AMCR vs LDOS
+241.3%
-221.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.1% |
| 7D | -8.5% | -1.3% | -7.2% | -8.1% |
| 30D | +6.8% | +10.1% | -3.3% | +4.1% |
| 3M | -5.0% | -4.7% | -0.3% | -4.0% |
| 6M | +13.9% | +5.6% | +8.3% | +11.5% |
| YTD | +11.2% | -25.1% | +36.3% | +18.4% |
| 1Y | +11.3% | -31.7% | +43.0% | +21.6% |
| 3Y | +15.4% | +33.7% | -18.3% | -0.3% |
| 5Y | -7.7% | +54.4% | -62.1% | -25.3% |
| 10Y | +20.2% | +236.4% | -216.2% | -5.8% |
| All | +20.2% | +241.3% | -221.0% | -5.8% |
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 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