+554.5%
AMT vs LDOS
+494.7%
+59.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.2% | -5.4% | +5.2% | +1.4% |
| 30D | +4.6% | +4.9% | -0.3% | +3.0% |
| 3M | -8.4% | +7.2% | -15.6% | -10.8% |
| 6M | -6.0% | -24.2% | +18.2% | +1.4% |
| YTD | +2.1% | -25.8% | +27.9% | +10.0% |
| 1Y | -6.4% | -24.7% | +18.3% | +0.1% |
| 3Y | +8.1% | +39.3% | -31.2% | -8.6% |
| 5Y | -31.9% | +43.3% | -75.2% | -43.9% |
| 10Y | +97.1% | +278.6% | -181.5% | +14.9% |
| All | +554.5% | +494.7% | +59.7% | +201.9% |
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