+112.7%
AMT vs LDOS
+248.5%
-135.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.1% |
| 7D | +0.5% | -7.2% | +7.7% | +2.5% |
| 30D | +13.6% | +16.8% | -3.2% | +8.9% |
| 3M | +11.5% | -1.6% | +13.1% | +11.6% |
| 6M | +6.9% | -1.0% | +7.9% | +6.4% |
| YTD | +10.8% | -25.8% | +36.6% | +18.2% |
| 1Y | +10.3% | -31.1% | +41.4% | +20.2% |
| 3Y | +12.4% | +32.8% | -20.4% | -4.8% |
| 5Y | -20.1% | +49.4% | -69.5% | -36.1% |
| All | +112.7% | +248.5% | -135.8% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling