-60.3%
AVTR vs LDOS
+52.0%
-112.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -9.2% | -3.7% | -5.5% | -8.3% |
| 30D | -1.9% | +16.4% | -18.3% | -6.4% |
| 3M | +13.3% | +7.4% | +5.9% | +10.2% |
| 6M | +88.1% | -0.3% | +88.4% | +86.9% |
| YTD | +32.1% | -24.0% | +56.1% | +44.6% |
| 1Y | +30.7% | -29.6% | +60.3% | +46.4% |
| 3Y | -17.6% | +35.1% | -52.7% | -24.7% |
| 5Y | -60.3% | +52.9% | -113.3% | -65.0% |
| All | -60.3% | +52.0% | -112.3% | -65.0% |
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