+3.5%
LVS vs LDOS
+274.0%
-270.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.5% | -5.4% | +3.9% | +0.3% |
| 30D | -3.2% | +4.9% | -8.1% | -5.1% |
| 3M | -12.0% | +7.2% | -19.2% | -14.8% |
| 6M | -19.9% | -24.2% | +4.4% | -12.5% |
| YTD | -30.6% | -25.8% | -4.8% | -24.5% |
| 1Y | -17.7% | -24.7% | +7.0% | -11.1% |
| 3Y | -14.2% | +39.3% | -53.5% | -29.5% |
| 5Y | +9.6% | +43.3% | -33.7% | -13.3% |
| All | +3.5% | +274.0% | -270.5% | -31.8% |
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 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