+252.0%
LDOS vs AMP
+585.0%
-333.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +0.9% |
| 7D | -5.8% | +3.1% | -9.0% | -7.0% |
| 30D | +11.6% | +3.9% | +7.7% | +9.8% |
| 3M | -1.0% | -5.8% | +4.8% | +1.0% |
| 6M | +5.1% | +12.1% | -7.0% | +0.2% |
| YTD | -24.0% | +7.1% | -31.1% | -26.6% |
| 1Y | -30.3% | +14.2% | -44.5% | -34.3% |
| 3Y | +37.0% | +62.5% | -25.5% | +9.8% |
| 5Y | +53.4% | +82.6% | -29.3% | +13.7% |
| 10Y | +252.0% | +515.9% | -264.0% | +52.5% |
| All | +252.0% | +585.0% | -333.0% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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