+49.9%
AMGN vs LDOS
-31.2%
+81.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | -1.2% | -7.2% | +6.0% | -0.5% |
| 30D | +11.5% | +16.8% | -5.4% | +10.0% |
| 3M | +14.4% | -1.6% | +16.0% | +14.7% |
| 6M | +40.9% | -1.0% | +41.9% | +39.0% |
| YTD | +43.5% | -25.8% | +69.3% | +40.3% |
| 1Y | +49.9% | -31.1% | +81.0% | +52.5% |
| All | +49.9% | -31.2% | +81.1% | +52.5% |
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