+48.6%
AMZN vs LDOS
+49.1%
-0.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | +7.9% | -7.2% | +15.1% | +9.0% |
| 30D | -0.2% | +16.8% | -17.1% | -2.8% |
| 3M | -4.8% | -1.6% | -3.2% | -4.7% |
| 6M | -5.7% | -1.0% | -4.7% | -6.1% |
| YTD | +12.3% | -25.8% | +38.1% | +16.9% |
| 1Y | +6.7% | -31.1% | +37.8% | +12.7% |
| 3Y | +85.6% | +32.8% | +52.8% | +68.7% |
| All | +48.6% | +49.1% | -0.5% | +31.1% |
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