+118.5%
AMT vs LDOS
+256.7%
-138.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +4.4% | -3.7% | +8.1% | +5.4% |
| 30D | +17.7% | +16.4% | +1.3% | +12.9% |
| 3M | +16.7% | +7.4% | +9.3% | +14.0% |
| 6M | +11.1% | -0.3% | +11.5% | +10.4% |
| YTD | +13.9% | -24.0% | +37.9% | +20.7% |
| 1Y | +12.5% | -29.6% | +42.1% | +21.9% |
| 3Y | +13.2% | +35.1% | -22.0% | -4.5% |
| 5Y | -17.9% | +52.9% | -70.8% | -34.8% |
| All | +118.5% | +256.7% | -138.1% | +85.2% |
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