+512.4%
LDOS vs AMP
+1,439.0%
-926.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.0% |
| 7D | -3.7% | +2.3% | -6.0% | -4.4% |
| 30D | +16.4% | +2.6% | +13.8% | +15.5% |
| 3M | +7.4% | -9.2% | +16.6% | +10.2% |
| 6M | -0.3% | +7.6% | -8.0% | -2.6% |
| YTD | -24.0% | +4.9% | -28.9% | -25.4% |
| 1Y | -29.6% | +12.4% | -42.0% | -32.2% |
| 3Y | +35.1% | +57.3% | -22.2% | +16.9% |
| 5Y | +52.9% | +78.8% | -25.9% | +25.3% |
| 10Y | +262.2% | +601.0% | -338.8% | +99.8% |
| All | +512.4% | +1,439.0% | -926.6% | +184.5% |
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 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