-14.0%
AMRZ vs LDOS
-7.7%
-6.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.0% |
| 7D | +10.3% | -2.8% | +13.1% | +11.0% |
| 30D | +18.7% | +13.6% | +5.1% | +15.9% |
| 3M | -14.6% | +4.2% | -18.9% | -15.4% |
| 6M | -12.9% | -8.2% | -4.7% | -11.4% |
| YTD | -17.4% | -24.1% | +6.7% | -11.5% |
| 1Y | -12.3% | -31.2% | +18.9% | -4.3% |
| All | -14.0% | -7.7% | -6.3% | -5.8% |
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