+328.1%
AMGN vs LDOS
+262.7%
+65.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.5% |
| 7D | 0.0% | -5.8% | +5.8% | +1.4% |
| 30D | +12.1% | +11.6% | +0.6% | +9.0% |
| 3M | +13.9% | -1.0% | +14.9% | +13.9% |
| 6M | +42.1% | +5.1% | +37.1% | +39.4% |
| YTD | +45.0% | -24.0% | +69.1% | +53.1% |
| 1Y | +49.3% | -30.3% | +79.6% | +61.4% |
| 3Y | +92.8% | +37.0% | +55.8% | +67.4% |
| 5Y | +156.7% | +53.4% | +103.4% | +110.8% |
| 10Y | +328.1% | +252.0% | +76.2% | +158.0% |
| All | +328.1% | +262.7% | +65.5% | +158.0% |
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