+47.7%
AMGN vs LDOS
-30.4%
+78.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.8% |
| 7D | 0.0% | -5.8% | +5.8% | +0.5% |
| 30D | +12.1% | +11.6% | +0.6% | +11.0% |
| 3M | +13.9% | -1.0% | +14.9% | +14.1% |
| 6M | +42.1% | +5.1% | +37.1% | +39.8% |
| YTD | +45.0% | -24.0% | +69.1% | +41.3% |
| All | +47.7% | -30.4% | +78.1% | +50.8% |
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 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