+3.2%
AVTR vs LDOS
+93.7%
-90.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | +2.7% | -5.4% | +8.1% | +4.7% |
| 30D | +12.1% | +4.9% | +7.2% | +9.7% |
| 3M | +57.2% | +7.2% | +50.1% | +51.6% |
| 6M | +73.1% | -24.2% | +97.3% | +91.1% |
| YTD | +30.6% | -25.8% | +56.4% | +45.7% |
| 1Y | +13.5% | -24.7% | +38.2% | +25.9% |
| 3Y | -31.0% | +39.3% | -70.3% | -41.3% |
| 5Y | -63.2% | +43.3% | -106.5% | -69.8% |
| All | +3.2% | +93.7% | -90.5% | -24.3% |
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 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