-15.3%
AVTR vs LDOS
+32.3%
-47.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.9% |
| 7D | -3.6% | -7.2% | +3.6% | -1.6% |
| 30D | +0.8% | +16.8% | -16.1% | -4.1% |
| 3M | +17.4% | -1.6% | +19.0% | +17.3% |
| 6M | +83.5% | -1.0% | +84.5% | +83.1% |
| YTD | +35.0% | -25.8% | +60.8% | +51.6% |
| 1Y | +36.7% | -31.1% | +67.7% | +57.0% |
| 3Y | -15.3% | +32.8% | -48.1% | -15.3% |
| All | -15.3% | +32.3% | -47.6% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling