+16.6%
AME vs LDOS
-31.2%
+47.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.9% | +2.5% |
| 7D | -5.2% | -7.2% | +2.0% | -5.3% |
| 30D | -8.0% | +16.8% | -24.9% | -8.4% |
| 3M | -8.9% | -1.6% | -7.3% | -8.9% |
| 6M | -5.0% | -1.0% | -4.0% | -4.7% |
| YTD | +11.9% | -25.8% | +37.7% | +12.8% |
| 1Y | +16.6% | -31.1% | +47.7% | +20.2% |
| All | +16.6% | -31.2% | +47.8% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling