+137.3%
CTVA vs LDOS
+88.1%
+49.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.8% |
| 7D | -20.8% | -1.6% | -19.1% | -20.1% |
| 30D | -29.6% | +8.2% | -37.9% | -31.5% |
| 3M | -16.9% | -8.2% | -8.7% | -14.7% |
| 6M | -24.3% | +5.8% | -30.1% | -26.9% |
| YTD | -5.6% | -27.0% | +21.4% | +3.8% |
| 1Y | -4.2% | -31.0% | +26.8% | +7.9% |
| 3Y | +43.3% | +29.3% | +14.0% | +15.1% |
| 5Y | +35.7% | +48.7% | -13.0% | -1.2% |
| All | +137.3% | +88.1% | +49.1% | +40.7% |
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