+12.3%
CVS vs LDOS
+52.3%
-39.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | +12.0% | -1.3% | +13.3% | +12.1% |
| 30D | +2.8% | +10.1% | -7.3% | +1.3% |
| 3M | -3.6% | -4.7% | +1.1% | -3.2% |
| 6M | -1.6% | +5.6% | -7.2% | -2.7% |
| YTD | +16.3% | -25.1% | +41.4% | +21.1% |
| 1Y | +15.5% | -31.7% | +47.2% | +22.4% |
| 3Y | +48.1% | +33.7% | +14.4% | +31.6% |
| 5Y | +12.3% | +54.4% | -42.1% | -0.9% |
| All | +12.3% | +52.3% | -39.9% | -0.9% |
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 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