+304.4%
CVS vs LDOS
+509.1%
-204.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -10.0% | -3.7% | -6.3% | -9.2% |
| 30D | -5.2% | +16.4% | -21.6% | -9.4% |
| 3M | -17.4% | +7.4% | -24.8% | -19.5% |
| 6M | +2.1% | -0.3% | +2.5% | +1.0% |
| YTD | +5.6% | -24.0% | +29.6% | +12.0% |
| 1Y | +6.7% | -29.6% | +36.3% | +15.7% |
| 3Y | +29.6% | +35.1% | -5.5% | +12.0% |
| 5Y | +2.5% | +52.9% | -50.4% | -16.3% |
| 10Y | +34.8% | +262.2% | -227.4% | -16.6% |
| All | +304.4% | +509.1% | -204.7% | +98.0% |
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