+1,896.7%
AMD vs LDOS
+508.5%
+1,388.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -15.5% | -2.8% | -12.7% | -14.7% |
| 30D | -22.6% | +13.6% | -36.2% | -28.0% |
| 3M | -5.7% | +4.2% | -10.0% | -9.3% |
| 6M | +43.1% | -8.2% | +51.3% | +44.1% |
| YTD | +128.2% | -24.1% | +152.3% | +149.5% |
| 1Y | +95.5% | -31.2% | +126.7% | +124.7% |
| 3Y | +335.4% | +35.0% | +300.4% | +233.4% |
| 5Y | +255.5% | +52.6% | +202.8% | +144.9% |
| 10Y | +7,350.9% | +261.9% | +7,089.0% | +2,765.6% |
| All | +1,896.7% | +508.5% | +1,388.2% | +404.3% |
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