+42.1%
AMGN vs LDOS
-31.1%
+73.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +0.9% |
| 7D | -2.2% | -1.3% | -0.8% | -2.1% |
| 30D | +12.1% | +10.1% | +2.0% | +11.2% |
| 3M | +13.6% | -4.7% | +18.3% | +14.2% |
| 6M | +43.9% | +5.6% | +38.4% | +41.8% |
| YTD | +45.9% | -25.1% | +71.0% | +42.1% |
| 1Y | +42.1% | -31.7% | +73.8% | +44.2% |
| All | +42.1% | -31.1% | +73.2% | +44.2% |
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