+594.6%
CVX vs LDOS
+494.7%
+99.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +3.3% | -5.4% | +8.7% | +5.4% |
| 30D | +12.9% | +4.9% | +8.0% | +10.7% |
| 3M | +11.7% | +7.2% | +4.5% | +7.9% |
| 6M | +14.1% | -24.2% | +38.4% | +25.3% |
| YTD | +40.7% | -25.8% | +66.5% | +54.3% |
| 1Y | +37.5% | -24.7% | +62.2% | +49.4% |
| 3Y | +43.9% | +39.3% | +4.7% | +17.0% |
| 5Y | +161.5% | +43.3% | +118.2% | +106.2% |
| 10Y | +215.1% | +278.6% | -63.5% | +68.4% |
| All | +594.6% | +494.7% | +99.9% | +185.7% |
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