-59.6%
AVTR vs LDOS
+48.3%
-107.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.5% | -1.6% | +2.1% | +0.9% |
| 30D | -1.0% | +8.2% | -9.3% | -3.6% |
| 3M | +12.2% | -8.2% | +20.4% | +14.5% |
| 6M | +97.5% | +5.8% | +91.6% | +91.7% |
| YTD | +35.6% | -27.0% | +62.6% | +50.1% |
| 1Y | +32.8% | -31.0% | +63.8% | +49.6% |
| 3Y | -16.5% | +29.3% | -45.8% | -22.8% |
| All | -59.6% | +48.3% | -107.9% | -64.0% |
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