+84.5%
AME vs LDOS
+43.9%
+40.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.6% | -5.4% | +6.0% | +1.7% |
| 30D | -6.7% | +4.9% | -11.6% | -7.7% |
| 3M | +4.1% | +7.2% | -3.1% | +2.4% |
| 6M | +1.6% | -24.2% | +25.8% | +7.4% |
| YTD | +16.1% | -25.8% | +41.9% | +22.7% |
| 1Y | +27.3% | -24.7% | +52.0% | +34.0% |
| 3Y | +50.9% | +39.3% | +11.6% | +32.0% |
| All | +84.5% | +43.9% | +40.6% | +55.8% |
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