+45.2%
LDOS vs AMBA
-54.5%
+99.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -5.4% | -11.0% | +5.5% | -4.9% |
| 30D | +4.9% | -23.2% | +28.1% | +6.2% |
| 3M | +7.2% | -12.7% | +19.9% | +7.2% |
| 6M | -24.2% | +11.2% | -35.5% | -25.5% |
| YTD | -25.8% | -11.2% | -14.6% | -26.2% |
| 1Y | -24.7% | -22.5% | -2.2% | -24.8% |
| 3Y | +39.3% | -1.3% | +40.6% | +34.6% |
| All | +45.2% | -54.5% | +99.8% | +36.7% |
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 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