-59.3%
AVTR vs LDOS
+51.2%
-110.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +2.2% |
| 7D | +1.9% | -5.8% | +7.7% | +3.6% |
| 30D | +1.5% | +11.6% | -10.0% | -1.9% |
| 3M | +17.1% | -1.0% | +18.1% | +16.8% |
| 6M | +91.5% | +5.1% | +86.4% | +86.9% |
| YTD | +38.8% | -24.0% | +62.9% | +52.0% |
| 1Y | +37.7% | -30.3% | +68.0% | +54.7% |
| 3Y | -13.5% | +37.0% | -50.4% | -21.2% |
| 5Y | -59.3% | +53.4% | -112.7% | -64.2% |
| All | -59.3% | +51.2% | -110.5% | -64.2% |
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