+231.7%
CTVA vs LDOS
+91.1%
+140.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +4.9% | -5.4% | +10.4% | +7.0% |
| 30D | +11.9% | +4.9% | +7.0% | +9.6% |
| 3M | +13.7% | +7.2% | +6.5% | +9.7% |
| 6M | +13.1% | -24.2% | +37.4% | +24.5% |
| YTD | +32.0% | -25.8% | +57.8% | +44.7% |
| 1Y | +22.1% | -24.7% | +46.8% | +32.5% |
| 3Y | +77.5% | +39.3% | +38.2% | +37.7% |
| 5Y | +106.3% | +43.3% | +63.0% | +53.8% |
| All | +231.7% | +91.1% | +140.5% | +96.2% |
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