-68.2%
APTV vs LDOS
+43.9%
-112.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.9% |
| 7D | +4.8% | -5.4% | +10.2% | +6.2% |
| 30D | +2.0% | +4.9% | -2.9% | +0.7% |
| 3M | -34.2% | +7.2% | -41.4% | -35.7% |
| 6M | -34.7% | -24.2% | -10.4% | -29.1% |
| YTD | -37.0% | -25.8% | -11.2% | -31.5% |
| 1Y | -40.4% | -24.7% | -15.7% | -35.6% |
| 3Y | -54.1% | +39.3% | -93.4% | -60.1% |
| All | -68.2% | +43.9% | -112.1% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling