+633.0%
AMT vs LDOS
+508.5%
+124.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | +6.0% | -2.8% | +8.9% | +6.9% |
| 30D | +20.1% | +13.6% | +6.5% | +15.4% |
| 3M | +12.4% | +4.2% | +8.2% | +10.5% |
| 6M | +9.9% | -8.2% | +18.1% | +11.7% |
| YTD | +14.4% | -24.1% | +38.5% | +22.0% |
| 1Y | +12.4% | -31.2% | +43.7% | +23.6% |
| 3Y | +13.7% | +35.0% | -21.3% | -2.9% |
| 5Y | -17.8% | +52.6% | -70.5% | -33.7% |
| 10Y | +123.8% | +261.9% | -138.1% | +32.2% |
| All | +633.0% | +508.5% | +124.6% | +234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling