-11.6%
LVS vs LDOS
+248.5%
-260.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.3% |
| 7D | +11.1% | -7.2% | +18.3% | +13.8% |
| 30D | +14.7% | +16.8% | -2.2% | +8.4% |
| 3M | -10.9% | -1.6% | -9.4% | -10.9% |
| 6M | -22.3% | -1.0% | -21.4% | -23.0% |
| YTD | -35.8% | -25.8% | -10.0% | -30.3% |
| 1Y | -33.5% | -31.1% | -2.4% | -25.6% |
| 3Y | -11.7% | +32.8% | -44.5% | -26.5% |
| 5Y | +2.6% | +49.4% | -46.8% | -21.1% |
| All | -11.6% | +248.5% | -260.0% | -44.1% |
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