+205.4%
CTVA vs LDOS
+93.0%
+112.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.5% |
| 30D | -8.7% | +10.1% | -18.8% | -11.9% |
| 3M | +6.4% | -4.7% | +11.0% | +7.5% |
| 6M | -1.9% | +5.6% | -7.5% | -5.3% |
| YTD | +21.5% | -25.1% | +46.6% | +32.2% |
| 1Y | +24.3% | -31.7% | +56.0% | +40.4% |
| 3Y | +91.8% | +33.7% | +58.1% | +51.8% |
| 5Y | +78.4% | +54.4% | +24.0% | +27.6% |
| All | +205.4% | +93.0% | +112.5% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling