+159.3%
CVE vs LDOS
+52.4%
+106.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.7% | -8.4% | -7.8% |
| 7D | -12.1% | -2.8% | -9.3% | -11.6% |
| 30D | -9.8% | +13.6% | -23.4% | -12.6% |
| 3M | -0.7% | +4.2% | -4.9% | -2.0% |
| 6M | -4.3% | -8.2% | +3.9% | -2.5% |
| YTD | +70.6% | -24.1% | +94.7% | +81.3% |
| 1Y | +73.2% | -31.2% | +104.4% | +90.2% |
| 3Y | +60.3% | +35.0% | +25.3% | +25.2% |
| 5Y | +159.3% | +52.6% | +106.7% | +83.1% |
| All | +159.3% | +52.4% | +106.9% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling