+377.6%
CVS vs LDOS
+494.7%
-117.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +4.0% | -5.4% | +9.4% | +5.5% |
| 30D | -2.4% | +4.9% | -7.3% | -3.9% |
| 3M | +2.7% | +7.2% | -4.5% | 0.0% |
| 6M | +21.9% | -24.2% | +46.1% | +30.7% |
| YTD | +24.7% | -25.8% | +50.6% | +33.7% |
| 1Y | +35.4% | -24.7% | +60.2% | +44.2% |
| 3Y | +65.2% | +39.3% | +25.9% | +41.5% |
| 5Y | +30.5% | +43.3% | -12.8% | +9.0% |
| 10Y | +40.4% | +278.6% | -238.2% | -14.1% |
| All | +377.6% | +494.7% | -117.2% | +136.3% |
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