+105.2%
AMCR vs LDOS
+859.4%
-754.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -5.3% | -7.2% | +1.9% | -4.0% |
| 30D | +8.7% | +16.8% | -8.1% | +5.8% |
| 3M | -3.3% | -1.6% | -1.7% | -3.1% |
| 6M | +15.1% | -1.0% | +16.1% | +14.8% |
| YTD | +12.4% | -25.8% | +38.2% | +17.4% |
| 1Y | +15.8% | -31.1% | +46.9% | +22.6% |
| 3Y | +16.7% | +32.8% | -16.1% | +7.5% |
| 5Y | -5.1% | +49.4% | -54.4% | -15.2% |
| 10Y | +21.5% | +253.9% | -232.3% | +7.1% |
| All | +105.2% | +859.4% | -754.2% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling