-45.2%
APTV vs LDOS
+35.8%
-81.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.7% |
| 7D | -9.8% | -5.8% | -3.9% | -8.6% |
| 30D | -8.9% | +11.6% | -20.5% | -10.7% |
| 3M | -19.5% | -1.0% | -18.5% | -19.3% |
| 6M | -31.1% | +5.1% | -36.2% | -31.5% |
| YTD | -47.5% | -24.0% | -23.5% | -43.1% |
| 1Y | -52.3% | -30.3% | -22.0% | -47.1% |
| 3Y | -45.2% | +37.0% | -82.1% | -47.7% |
| All | -45.2% | +35.8% | -81.0% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling