-18.8%
AMT vs LDOS
+54.3%
-73.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | +1.6% | +1.9% | -0.2% | +1.3% |
| 30D | +4.5% | +12.8% | -8.3% | +2.3% |
| 3M | +13.8% | -1.0% | +14.8% | +13.8% |
| 6M | +10.0% | +6.2% | +3.9% | +8.3% |
| YTD | +11.8% | -23.2% | +35.0% | +15.3% |
| 1Y | +10.2% | -29.5% | +39.7% | +15.6% |
| 3Y | +15.1% | +37.1% | -21.9% | -2.9% |
| 5Y | -18.8% | +55.6% | -74.4% | -33.7% |
| All | -18.8% | +54.3% | -73.1% | -33.7% |
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