+591.6%
AMZN vs LDOS
+262.7%
+329.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.5% |
| 7D | +8.7% | -5.8% | +14.5% | +9.9% |
| 30D | +1.7% | +11.6% | -9.9% | -0.8% |
| 3M | -2.8% | -1.0% | -1.8% | -2.9% |
| 6M | -2.1% | +5.1% | -7.2% | -3.9% |
| YTD | +15.6% | -24.0% | +39.7% | +21.2% |
| 1Y | +9.2% | -30.3% | +39.5% | +16.9% |
| 3Y | +89.9% | +37.0% | +52.9% | +68.7% |
| 5Y | +49.3% | +53.4% | -4.1% | +27.2% |
| 10Y | +591.6% | +252.0% | +339.7% | +389.2% |
| All | +591.6% | +262.7% | +329.0% | +389.2% |
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