+135.8%
CVE vs LDOS
+256.7%
-120.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | -14.1% | -3.7% | -10.4% | -12.8% |
| 30D | -11.6% | +16.4% | -28.0% | -17.6% |
| 3M | 0.0% | +7.4% | -7.4% | -3.9% |
| 6M | -8.4% | -0.3% | -8.1% | -9.8% |
| YTD | +65.9% | -24.0% | +89.9% | +81.8% |
| 1Y | +69.4% | -29.6% | +99.0% | +92.8% |
| 3Y | +55.9% | +35.1% | +20.8% | +16.7% |
| 5Y | +146.2% | +52.9% | +93.3% | +66.7% |
| All | +135.8% | +256.7% | -120.8% | +31.9% |
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