+15.8%
AMCR vs LDOS
-31.2%
+47.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.8% |
| 7D | -5.3% | -7.2% | +1.9% | -4.5% |
| 30D | +8.7% | +16.8% | -8.1% | +7.6% |
| 3M | -3.3% | -1.6% | -1.7% | -3.2% |
| 6M | +15.1% | -1.0% | +16.1% | +13.6% |
| YTD | +12.4% | -25.8% | +38.2% | +9.0% |
| 1Y | +15.8% | -31.1% | +46.9% | +13.3% |
| All | +15.8% | -31.2% | +47.0% | +13.3% |
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