+209.5%
CVX vs LDOS
+228.4%
-18.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.2% |
| 7D | +1.6% | -3.5% | +5.1% | +2.8% |
| 30D | -0.6% | +9.5% | -10.2% | -4.2% |
| 3M | +11.0% | -6.3% | +17.3% | +13.0% |
| 6M | +18.4% | +2.8% | +15.6% | +15.5% |
| YTD | +45.9% | -26.6% | +72.6% | +60.4% |
| 1Y | +46.7% | -31.3% | +78.0% | +65.6% |
| 3Y | +71.6% | +30.9% | +40.6% | +37.4% |
| 5Y | +131.4% | +49.4% | +82.1% | +68.8% |
| All | +209.5% | +228.4% | -18.9% | +93.4% |
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