+441.6%
AME vs LDOS
+241.3%
+200.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.5% |
| 7D | +1.1% | -1.3% | +2.4% | +1.5% |
| 30D | -4.1% | +10.1% | -14.2% | -7.8% |
| 3M | -6.3% | -4.7% | -1.7% | -5.5% |
| 6M | +3.5% | +5.6% | -2.0% | -0.3% |
| YTD | +17.3% | -25.1% | +42.4% | +27.6% |
| 1Y | +22.0% | -31.7% | +53.7% | +38.0% |
| 3Y | +62.0% | +33.7% | +28.3% | +30.0% |
| 5Y | +78.5% | +54.4% | +24.1% | +29.3% |
| 10Y | +441.6% | +236.4% | +205.2% | +203.1% |
| All | +441.6% | +241.3% | +200.4% | +203.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling