-9.2%
AMCR vs LDOS
+49.0%
-58.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.7% | -0.9% |
| 7D | -4.5% | -3.5% | -1.0% | -3.8% |
| 30D | +4.9% | +9.5% | -4.7% | +3.2% |
| 3M | -4.6% | -6.3% | +1.7% | -3.5% |
| 6M | +15.2% | +2.8% | +12.4% | +14.1% |
| YTD | +9.7% | -26.6% | +36.4% | +14.9% |
| 1Y | +10.5% | -31.3% | +41.8% | +17.4% |
| 3Y | +13.8% | +30.9% | -17.1% | -0.1% |
| All | -9.2% | +49.0% | -58.1% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling