+313.6%
AMGN vs LDOS
+254.8%
+58.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +0.9% | +1.9% | -1.0% | +0.4% |
| 30D | +12.1% | +12.8% | -0.6% | +8.8% |
| 3M | +12.2% | -1.0% | +13.2% | +12.2% |
| 6M | +42.1% | +6.2% | +35.9% | +39.0% |
| YTD | +45.0% | -23.2% | +68.3% | +52.7% |
| 1Y | +47.7% | -29.5% | +77.2% | +59.2% |
| 3Y | +90.4% | +37.1% | +53.4% | +65.5% |
| 5Y | +154.9% | +55.6% | +99.3% | +108.6% |
| 10Y | +313.6% | +249.4% | +64.2% | +165.7% |
| All | +313.6% | +254.8% | +58.7% | +165.7% |
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 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