+250.5%
LDOS vs AMBA
-0.9%
+251.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.1% | -8.4% | -2.8% |
| 7D | -7.2% | -7.2% | 0.0% | -6.7% |
| 30D | +16.8% | -10.4% | +27.2% | +17.8% |
| 3M | -1.6% | -30.1% | +28.5% | +1.2% |
| 6M | -1.0% | -22.4% | +21.5% | -0.5% |
| YTD | -25.8% | -17.3% | -8.4% | -26.3% |
| 1Y | -31.1% | -35.4% | +4.3% | -30.1% |
| 3Y | +32.8% | +18.6% | +14.2% | +22.5% |
| 5Y | +49.4% | -69.8% | +119.2% | +52.4% |
| All | +250.5% | -0.9% | +251.4% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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