+198.6%
CVX vs LDOS
+262.7%
-64.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.7% |
| 7D | -7.5% | -5.8% | -1.6% | -5.5% |
| 30D | -0.6% | +11.6% | -12.1% | -4.7% |
| 3M | +14.0% | -1.0% | +15.0% | +13.7% |
| 6M | +18.1% | +5.1% | +13.1% | +14.4% |
| YTD | +42.2% | -24.0% | +66.2% | +54.4% |
| 1Y | +41.3% | -30.3% | +71.6% | +58.9% |
| 3Y | +68.3% | +37.0% | +31.4% | +32.6% |
| 5Y | +122.0% | +53.4% | +68.7% | +60.9% |
| 10Y | +198.6% | +252.0% | -53.4% | +90.3% |
| All | +198.6% | +262.7% | -64.1% | +90.3% |
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 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