+609.0%
CVX vs LDOS
+509.1%
+100.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -8.0% | -3.7% | -4.3% | -6.8% |
| 30D | +2.6% | +16.4% | -13.8% | -3.3% |
| 3M | +15.2% | +7.4% | +7.8% | +11.5% |
| 6M | +12.5% | -0.3% | +12.9% | +11.1% |
| YTD | +43.6% | -24.0% | +67.6% | +55.4% |
| 1Y | +45.0% | -29.6% | +74.5% | +61.5% |
| 3Y | +63.5% | +35.1% | +28.4% | +34.5% |
| 5Y | +126.8% | +52.9% | +73.9% | +73.5% |
| 10Y | +209.8% | +262.2% | -52.4% | +67.9% |
| All | +609.0% | +509.1% | +100.0% | +187.8% |
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