-46.5%
APTV vs LDOS
-27.6%
-18.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.6% |
| 7D | -1.9% | -2.8% | +0.9% | -1.4% |
| 30D | -1.4% | +13.6% | -15.0% | -2.4% |
| 3M | -9.3% | +4.2% | -13.6% | -9.4% |
| 6M | -27.3% | -8.2% | -19.1% | -22.3% |
| YTD | -43.1% | -24.1% | -19.1% | -36.4% |
| 1Y | -46.5% | -31.2% | -15.3% | -38.6% |
| All | -46.5% | -27.6% | -18.9% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling