+61.1%
AME vs LDOS
+37.8%
+23.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -4.1% | +1.9% | -6.0% | -4.3% |
| 30D | -4.1% | +12.8% | -16.9% | -5.6% |
| 3M | -5.6% | -1.0% | -4.6% | -5.6% |
| 6M | +2.8% | +6.2% | -3.3% | +1.8% |
| YTD | +16.6% | -23.2% | +39.8% | +21.3% |
| 1Y | +21.1% | -29.5% | +50.6% | +28.3% |
| 3Y | +61.1% | +37.1% | +24.0% | +43.7% |
| All | +61.1% | +37.8% | +23.3% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling