+90.4%
AMGN vs LDOS
+37.8%
+52.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +0.9% | +1.9% | -1.0% | +0.6% |
| 30D | +12.1% | +12.8% | -0.6% | +10.4% |
| 3M | +12.2% | -1.0% | +13.2% | +12.3% |
| 6M | +42.1% | +6.2% | +35.9% | +40.3% |
| YTD | +45.0% | -23.2% | +68.3% | +48.1% |
| 1Y | +47.7% | -29.5% | +77.2% | +53.1% |
| 3Y | +90.4% | +37.1% | +53.4% | +74.0% |
| All | +90.4% | +37.8% | +52.6% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling