-77.2%
APTV vs LDOS
+49.1%
-126.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.1% | -2.9% |
| 7D | -10.2% | -7.2% | -3.0% | -8.5% |
| 30D | -10.8% | +16.8% | -27.7% | -14.1% |
| 3M | -14.8% | -1.6% | -13.2% | -14.5% |
| 6M | -30.6% | -1.0% | -29.6% | -30.5% |
| YTD | -48.2% | -25.8% | -22.4% | -43.7% |
| 1Y | -52.0% | -31.1% | -20.9% | -46.6% |
| 3Y | -47.0% | +32.8% | -79.8% | -53.1% |
| All | -77.2% | +49.1% | -126.4% | -80.8% |
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