+147.4%
CVE vs LDOS
+257.0%
-109.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.7% | -8.4% | -7.9% |
| 7D | -12.1% | -2.8% | -9.3% | -11.2% |
| 30D | -9.8% | +13.6% | -23.4% | -15.0% |
| 3M | -0.7% | +4.2% | -4.9% | -3.3% |
| 6M | -4.3% | -8.2% | +3.9% | -2.4% |
| YTD | +70.6% | -24.1% | +94.7% | +87.0% |
| 1Y | +73.2% | -31.2% | +104.4% | +99.4% |
| 3Y | +60.3% | +35.0% | +25.3% | +20.0% |
| 5Y | +159.3% | +52.6% | +106.7% | +75.7% |
| 10Y | +147.4% | +261.9% | -114.4% | +37.7% |
| All | +147.4% | +257.0% | -109.6% | +37.7% |
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