+60.4%
CVS vs LDOS
+226.9%
-166.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +6.6% | -1.6% | +8.2% | +7.0% |
| 30D | -0.4% | +8.2% | -8.7% | -2.8% |
| 3M | -5.3% | -8.2% | +2.9% | -3.5% |
| 6M | -7.7% | +5.8% | -13.5% | -10.2% |
| YTD | +16.0% | -27.0% | +43.0% | +24.7% |
| 1Y | +16.2% | -31.0% | +47.2% | +27.1% |
| 3Y | +47.6% | +29.3% | +18.3% | +25.9% |
| 5Y | +12.3% | +48.7% | -36.4% | -10.8% |
| All | +60.4% | +226.9% | -166.5% | +4.9% |
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