+203.4%
CVX vs LDOS
+248.5%
-45.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.7% |
| 7D | -9.7% | -7.2% | -2.5% | -7.3% |
| 30D | +3.6% | +16.8% | -13.2% | -2.4% |
| 3M | +13.3% | -1.6% | +14.9% | +13.3% |
| 6M | +16.9% | -1.0% | +17.9% | +15.8% |
| YTD | +43.4% | -25.8% | +69.2% | +57.0% |
| 1Y | +44.5% | -31.1% | +75.6% | +63.1% |
| 3Y | +64.0% | +32.8% | +31.2% | +30.9% |
| 5Y | +126.4% | +49.4% | +77.0% | +65.9% |
| All | +203.4% | +248.5% | -45.1% | +91.1% |
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