+206.2%
CTVA vs LDOS
+97.8%
+108.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +2.4% | +1.9% | +0.6% | +1.8% |
| 30D | -8.1% | +12.8% | -20.9% | -12.0% |
| 3M | +6.3% | -1.0% | +7.3% | +6.0% |
| 6M | +0.4% | +6.2% | -5.8% | -3.2% |
| YTD | +21.8% | -23.2% | +45.0% | +31.4% |
| 1Y | +24.9% | -29.5% | +54.4% | +39.5% |
| 3Y | +92.3% | +37.1% | +55.2% | +50.9% |
| 5Y | +78.9% | +55.6% | +23.3% | +28.1% |
| All | +206.2% | +97.8% | +108.4% | +78.1% |
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