+337.5%
AMD vs LDOS
+43.9%
+293.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.6% |
| 7D | +2.6% | -5.4% | +8.0% | +3.7% |
| 30D | -0.9% | +4.9% | -5.8% | -2.0% |
| 3M | -8.7% | +7.2% | -15.9% | -10.1% |
| 6M | +136.3% | -24.2% | +160.6% | +153.0% |
| YTD | +123.0% | -25.8% | +148.8% | +138.9% |
| 1Y | +195.2% | -24.7% | +219.9% | +214.2% |
| 3Y | +336.3% | +39.3% | +297.1% | +283.8% |
| All | +337.5% | +43.9% | +293.6% | +278.2% |
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