+255.5%
AMD vs LDOS
+52.4%
+203.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -15.5% | -2.8% | -12.7% | -15.3% |
| 30D | -22.6% | +13.6% | -36.2% | -24.5% |
| 3M | -5.7% | +4.2% | -10.0% | -6.9% |
| 6M | +43.1% | -8.2% | +51.3% | +45.9% |
| YTD | +128.2% | -24.1% | +152.3% | +143.5% |
| 1Y | +95.5% | -31.2% | +126.7% | +114.7% |
| 3Y | +335.4% | +35.0% | +300.4% | +281.0% |
| 5Y | +255.5% | +52.6% | +202.8% | +206.8% |
| All | +255.5% | +52.4% | +203.1% | +206.8% |
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