+860.9%
AMGN vs LDOS
+495.0%
+365.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | -1.2% | -7.2% | +6.0% | +0.9% |
| 30D | +11.5% | +16.8% | -5.4% | +6.5% |
| 3M | +14.4% | -1.6% | +16.0% | +14.5% |
| 6M | +40.9% | -1.0% | +41.9% | +40.1% |
| YTD | +43.5% | -25.8% | +69.3% | +53.5% |
| 1Y | +49.9% | -31.1% | +81.0% | +63.9% |
| 3Y | +84.6% | +32.8% | +51.8% | +61.4% |
| 5Y | +151.6% | +49.4% | +102.3% | +107.4% |
| 10Y | +358.2% | +253.9% | +104.3% | +174.2% |
| All | +860.9% | +495.0% | +365.9% | +358.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling