+160.1%
AMGN vs LDOS
+48.3%
+111.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.1% | -1.6% | +2.8% | +1.4% |
| 30D | +9.3% | +8.2% | +1.0% | +8.1% |
| 3M | +12.1% | -8.2% | +20.3% | +13.3% |
| 6M | +40.3% | +5.8% | +34.4% | +38.6% |
| YTD | +45.2% | -27.0% | +72.2% | +50.0% |
| 1Y | +42.4% | -31.0% | +73.4% | +48.5% |
| 3Y | +91.0% | +29.3% | +61.8% | +78.6% |
| All | +160.1% | +48.3% | +111.8% | +146.2% |
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 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