+4.4%
AVTR vs LDOS
+98.4%
-94.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -9.2% | -3.7% | -5.5% | -8.1% |
| 30D | -1.9% | +16.4% | -18.3% | -7.4% |
| 3M | +13.3% | +7.4% | +5.9% | +9.5% |
| 6M | +88.1% | -0.3% | +88.4% | +86.0% |
| YTD | +32.1% | -24.0% | +56.1% | +45.5% |
| 1Y | +30.7% | -29.6% | +60.3% | +48.2% |
| 3Y | -17.6% | +35.1% | -52.7% | -29.2% |
| 5Y | -60.3% | +52.9% | -113.3% | -68.4% |
| All | +4.4% | +98.4% | -94.0% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling