+158.1%
AMGN vs LDOS
+51.2%
+106.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | +1.5% | -3.5% | +4.9% | +2.0% |
| 30D | +13.1% | +9.5% | +3.6% | +11.7% |
| 3M | +12.9% | -6.3% | +19.2% | +13.8% |
| 6M | +40.8% | +2.8% | +37.9% | +39.6% |
| YTD | +45.6% | -26.6% | +72.3% | +50.3% |
| 1Y | +42.7% | -31.3% | +74.0% | +49.0% |
| 3Y | +91.2% | +30.9% | +60.2% | +78.4% |
| 5Y | +158.1% | +49.4% | +108.8% | +143.4% |
| All | +158.1% | +51.2% | +106.9% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling