+199.4%
CTVA vs LDOS
+91.2%
+108.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.4% |
| 7D | +2.2% | -7.2% | +9.4% | +4.8% |
| 30D | -17.6% | +16.8% | -34.5% | -22.3% |
| 3M | +3.4% | -1.6% | +5.0% | +3.2% |
| 6M | -2.6% | -1.0% | -1.6% | -3.7% |
| YTD | +19.1% | -25.8% | +44.9% | +30.0% |
| 1Y | +26.8% | -31.1% | +57.9% | +42.6% |
| 3Y | +63.9% | +32.8% | +31.1% | +29.9% |
| 5Y | +75.7% | +49.4% | +26.3% | +27.7% |
| All | +199.4% | +91.2% | +108.2% | +76.2% |
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