+20.1%
AVAV vs LDOS
+52.4%
-32.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.7% | -9.1% | -8.7% |
| 7D | -10.1% | -2.8% | -7.3% | -8.9% |
| 30D | -18.7% | +13.6% | -32.3% | -25.1% |
| 3M | -33.0% | +4.2% | -37.2% | -35.1% |
| 6M | -37.2% | -8.2% | -29.0% | -34.9% |
| YTD | -53.2% | -24.1% | -29.1% | -46.4% |
| 1Y | -69.0% | -31.2% | -37.8% | -62.6% |
| 3Y | -5.5% | +35.0% | -40.5% | -20.7% |
| 5Y | +20.1% | +52.6% | -32.5% | -6.2% |
| All | +20.1% | +52.4% | -32.3% | -6.2% |
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 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