+358.4%
AVAV vs LDOS
+248.5%
+109.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.3% | +12.8% | +11.7% |
| 7D | -10.6% | -7.2% | -3.4% | -7.3% |
| 30D | -18.8% | +16.8% | -35.6% | -25.8% |
| 3M | -34.1% | -1.6% | -32.5% | -34.0% |
| 6M | -35.3% | -1.0% | -34.4% | -35.5% |
| YTD | -53.4% | -25.8% | -27.6% | -46.2% |
| 1Y | -65.6% | -31.1% | -34.6% | -58.9% |
| 3Y | -5.1% | +32.8% | -37.9% | -19.0% |
| 5Y | +18.5% | +49.4% | -30.9% | -5.9% |
| All | +358.4% | +248.5% | +109.9% | +111.2% |
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