+498.3%
LDOS vs AMP
+1,415.4%
-917.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -7.2% | +2.2% | -9.4% | -7.8% |
| 30D | +16.8% | +2.2% | +14.6% | +16.1% |
| 3M | -1.6% | -10.4% | +8.8% | +1.3% |
| 6M | -1.0% | +5.8% | -6.8% | -2.8% |
| YTD | -25.8% | +3.3% | -29.0% | -26.8% |
| 1Y | -31.1% | +11.1% | -42.2% | -33.4% |
| 3Y | +32.8% | +56.0% | -23.3% | +15.2% |
| 5Y | +49.4% | +76.1% | -26.7% | +23.0% |
| 10Y | +253.9% | +590.2% | -336.4% | +96.0% |
| All | +498.3% | +1,415.4% | -917.0% | +179.1% |
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