+15,927.7%
AMZN vs LDOS
+509.1%
+15,418.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +6.7% | -3.7% | +10.4% | +7.8% |
| 30D | +1.5% | +16.4% | -14.9% | -3.4% |
| 3M | -4.6% | +7.4% | -12.0% | -7.3% |
| 6M | -4.9% | -0.3% | -4.5% | -5.9% |
| YTD | +12.7% | -24.0% | +36.8% | +20.0% |
| 1Y | +4.0% | -29.6% | +33.6% | +13.5% |
| 3Y | +87.7% | +35.1% | +52.6% | +61.1% |
| 5Y | +47.9% | +52.9% | -5.0% | +19.1% |
| 10Y | +589.3% | +262.2% | +327.0% | +270.4% |
| All | +15,927.7% | +509.1% | +15,418.7% | +6,306.9% |
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