+12.7%
AMCR vs LDOS
-26.7%
+39.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.6% |
| 7D | -1.8% | -7.1% | +5.3% | -1.4% |
| 30D | -6.0% | -6.1% | 0.0% | -5.7% |
| 3M | +18.9% | +5.6% | +13.3% | +17.8% |
| 6M | +5.7% | -26.9% | +32.6% | +4.3% |
| YTD | +11.1% | -27.9% | +39.0% | +8.6% |
| 1Y | +12.7% | -26.8% | +39.5% | +8.3% |
| All | +12.7% | -26.7% | +39.4% | +8.3% |
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