+7.4%
AVTR vs LDOS
+100.5%
-93.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.5% |
| 7D | -0.1% | +1.9% | -2.0% | -0.8% |
| 30D | -0.6% | +12.8% | -13.4% | -5.1% |
| 3M | +13.4% | -1.0% | +14.4% | +13.1% |
| 6M | +87.4% | +6.2% | +81.2% | +80.8% |
| YTD | +35.9% | -23.2% | +59.1% | +49.0% |
| 1Y | +35.4% | -29.5% | +64.9% | +53.3% |
| 3Y | -16.1% | +37.1% | -53.2% | -28.3% |
| 5Y | -59.4% | +55.6% | -115.0% | -67.8% |
| All | +7.4% | +100.5% | -93.1% | -22.6% |
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