-26.7%
APTV vs LDOS
+254.8%
-281.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.3% |
| 7D | -4.3% | +1.9% | -6.2% | -5.0% |
| 30D | -9.7% | +12.8% | -22.4% | -14.0% |
| 3M | -20.6% | -1.0% | -19.5% | -20.5% |
| 6M | -31.7% | +6.2% | -37.9% | -34.6% |
| YTD | -48.0% | -23.2% | -24.8% | -42.9% |
| 1Y | -52.1% | -29.5% | -22.6% | -45.3% |
| 3Y | -47.9% | +37.1% | -84.9% | -58.4% |
| 5Y | -76.9% | +55.6% | -132.5% | -83.4% |
| 10Y | -26.7% | +249.4% | -276.2% | -56.0% |
| All | -26.7% | +254.8% | -281.6% | -56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling