+88.7%
AMZN vs LDOS
+37.8%
+50.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | +8.0% | +1.9% | +6.2% | +7.8% |
| 30D | +3.2% | +12.8% | -9.6% | +1.6% |
| 3M | -2.6% | -1.0% | -1.6% | -2.5% |
| 6M | -0.7% | +6.2% | -6.9% | -1.8% |
| YTD | +17.4% | -23.2% | +40.6% | +20.8% |
| 1Y | +9.0% | -29.5% | +38.5% | +14.1% |
| 3Y | +88.7% | +37.1% | +51.6% | +88.9% |
| All | +88.7% | +37.8% | +50.9% | +88.9% |
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 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