+15.4%
AMCR vs LDOS
+30.5%
-15.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | +3.6% | +8.2% | -4.6% | +2.7% |
| 3M | -4.2% | -8.2% | +4.0% | -3.2% |
| 6M | +15.5% | +5.8% | +9.7% | +14.3% |
| YTD | +9.7% | -27.0% | +36.7% | +12.7% |
| 1Y | +8.3% | -31.0% | +39.3% | +12.3% |
| 3Y | +15.4% | +29.3% | -13.9% | +9.5% |
| All | +15.4% | +30.5% | -15.1% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling