+498.1%
LDOS vs AMP
+1,593.9%
-1,095.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -5.4% | +0.2% | -5.6% | -5.5% |
| 30D | +4.9% | -0.1% | +5.0% | +4.8% |
| 3M | +7.2% | +23.6% | -16.4% | +1.0% |
| 6M | -24.2% | +20.4% | -44.6% | -28.3% |
| YTD | -25.8% | +15.4% | -41.2% | -29.0% |
| 1Y | -24.7% | +11.0% | -35.7% | -27.3% |
| 3Y | +39.3% | +70.5% | -31.2% | +17.9% |
| 5Y | +43.3% | +121.4% | -78.1% | +10.7% |
| 10Y | +278.6% | +575.6% | -297.0% | +109.5% |
| All | +498.1% | +1,593.9% | -1,095.8% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling