+89.9%
CVE vs LDOS
+485.4%
-395.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +2.5% | -5.4% | +7.9% | +4.8% |
| 30D | +16.7% | +4.9% | +11.8% | +14.3% |
| 3M | +9.3% | +7.2% | +2.1% | +5.0% |
| 6M | +43.6% | -24.2% | +67.8% | +59.1% |
| YTD | +93.6% | -25.8% | +119.4% | +113.6% |
| 1Y | +98.8% | -24.7% | +123.5% | +117.2% |
| 3Y | +73.6% | +39.3% | +34.3% | +36.0% |
| 5Y | +312.5% | +43.3% | +269.2% | +214.6% |
| 10Y | +161.0% | +278.6% | -117.5% | +39.4% |
| All | +89.9% | +485.4% | -395.4% | -28.2% |
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