+9.7%
AVTR vs LDOS
+98.3%
-88.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +2.0% |
| 7D | +1.9% | -5.8% | +7.7% | +4.0% |
| 30D | +1.5% | +11.6% | -10.0% | -2.7% |
| 3M | +17.1% | -1.0% | +18.1% | +16.8% |
| 6M | +91.5% | +5.1% | +86.4% | +85.5% |
| YTD | +38.8% | -24.0% | +62.9% | +52.9% |
| 1Y | +37.7% | -30.3% | +68.0% | +56.7% |
| 3Y | -13.5% | +37.0% | -50.4% | -26.1% |
| 5Y | -59.3% | +53.4% | -112.7% | -67.6% |
| All | +9.7% | +98.3% | -88.6% | -20.6% |
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 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