+130.8%
AMGN vs LDOS
+43.9%
+86.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | +1.1% | -5.4% | +6.5% | +1.8% |
| 30D | +7.8% | +4.9% | +2.9% | +7.1% |
| 3M | +27.3% | +7.2% | +20.1% | +25.7% |
| 6M | +16.8% | -24.2% | +41.1% | +20.5% |
| YTD | +36.3% | -25.8% | +62.1% | +40.5% |
| 1Y | +60.4% | -24.7% | +85.1% | +64.8% |
| 3Y | +86.3% | +39.3% | +47.1% | +73.4% |
| All | +130.8% | +43.9% | +86.9% | +114.0% |
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 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