-14.7%
AMRZ vs LDOS
-9.8%
-4.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | -1.9% | -5.4% | +3.5% | -0.9% |
| 30D | -16.9% | +4.9% | -21.8% | -17.8% |
| 3M | -19.2% | +7.2% | -26.4% | -20.6% |
| 6M | -29.3% | -24.2% | -5.0% | -23.7% |
| YTD | -18.0% | -25.8% | +7.8% | -11.8% |
| 1Y | -15.1% | -24.7% | +9.6% | -8.5% |
| All | -14.7% | -9.8% | -4.9% | -6.1% |
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