+204.7%
CTVA vs LDOS
+95.7%
+109.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.6% | +1.0% |
| 7D | +1.6% | -5.8% | +7.4% | +3.6% |
| 30D | -8.5% | +11.6% | -20.1% | -12.1% |
| 3M | +5.3% | -1.0% | +6.3% | +4.9% |
| 6M | -0.1% | +5.1% | -5.1% | -3.3% |
| YTD | +21.2% | -24.0% | +45.3% | +31.2% |
| 1Y | +27.0% | -30.3% | +57.3% | +42.4% |
| 3Y | +87.2% | +37.0% | +50.3% | +46.7% |
| 5Y | +77.9% | +53.4% | +24.5% | +28.1% |
| All | +204.7% | +95.7% | +109.0% | +77.9% |
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