+5.7%
CVS vs LDOS
+49.1%
-43.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.4% |
| 7D | -7.1% | -7.2% | +0.1% | -6.3% |
| 30D | -4.0% | +16.8% | -20.8% | -6.1% |
| 3M | -12.2% | -1.6% | -10.6% | -12.3% |
| 6M | -2.2% | -1.0% | -1.2% | -2.3% |
| YTD | +8.9% | -25.8% | +34.7% | +13.5% |
| 1Y | +9.9% | -31.1% | +41.0% | +16.1% |
| 3Y | +32.1% | +32.8% | -0.7% | +17.6% |
| All | +5.7% | +49.1% | -43.4% | -5.7% |
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