+853.3%
LDOS vs AMBA
+837.3%
+16.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -5.4% | -11.0% | +5.5% | -4.4% |
| 30D | +4.9% | -23.2% | +28.1% | +7.3% |
| 3M | +7.2% | -12.7% | +19.9% | +7.3% |
| 6M | -24.2% | +11.2% | -35.5% | -26.4% |
| YTD | -25.8% | -11.2% | -14.6% | -26.5% |
| 1Y | -24.7% | -22.5% | -2.2% | -24.9% |
| 3Y | +39.3% | -1.3% | +40.6% | +31.8% |
| 5Y | +43.3% | -54.2% | +97.5% | +38.7% |
| 10Y | +278.6% | -6.1% | +284.7% | +210.4% |
| All | +853.3% | +837.3% | +16.0% | +468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling