+52.6%
LDOS vs AMBA
-68.8%
+121.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +0.8% |
| 7D | -2.8% | -8.1% | +5.3% | -2.4% |
| 30D | +13.6% | -10.8% | +24.3% | +14.2% |
| 3M | +4.2% | -25.9% | +30.1% | +5.6% |
| 6M | -8.2% | -13.9% | +5.7% | -8.5% |
| YTD | -24.1% | -14.0% | -10.1% | -24.5% |
| 1Y | -31.2% | -25.7% | -5.5% | -31.2% |
| 3Y | +35.0% | +21.5% | +13.5% | +29.2% |
| 5Y | +52.6% | -68.9% | +121.6% | +43.4% |
| All | +52.6% | -68.8% | +121.4% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling