+15.5%
AMT vs LDOS
+35.4%
-19.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +4.4% | -3.7% | +8.1% | +4.6% |
| 30D | +17.7% | +16.4% | +1.3% | +16.4% |
| 3M | +16.7% | +7.4% | +9.3% | +15.9% |
| 6M | +11.1% | -0.3% | +11.5% | +10.3% |
| YTD | +13.9% | -24.0% | +37.9% | +13.7% |
| 1Y | +12.5% | -29.6% | +42.1% | +12.6% |
| All | +15.5% | +35.4% | -19.9% | +8.3% |
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 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