-76.9%
APTV vs LDOS
+54.3%
-131.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.1% |
| 7D | -4.3% | +1.9% | -6.2% | -4.7% |
| 30D | -9.7% | +12.8% | -22.4% | -12.2% |
| 3M | -20.6% | -1.0% | -19.5% | -20.4% |
| 6M | -31.7% | +6.2% | -37.9% | -33.0% |
| YTD | -48.0% | -23.2% | -24.8% | -44.0% |
| 1Y | -52.1% | -29.5% | -22.6% | -47.0% |
| 3Y | -47.9% | +37.1% | -84.9% | -54.2% |
| 5Y | -76.9% | +55.6% | -132.5% | -80.9% |
| All | -76.9% | +54.3% | -131.2% | -80.9% |
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