-11.3%
LVS vs LDOS
+241.3%
-252.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.6% |
| 7D | -1.3% | -1.3% | +0.1% | -0.8% |
| 30D | +12.2% | +10.1% | +2.1% | +8.3% |
| 3M | -11.3% | -4.7% | -6.6% | -10.3% |
| 6M | -21.6% | +5.6% | -27.2% | -24.1% |
| YTD | -36.6% | -25.1% | -11.5% | -31.3% |
| 1Y | -38.4% | -31.7% | -6.7% | -30.9% |
| 3Y | -10.2% | +33.7% | -43.9% | -25.5% |
| 5Y | +9.4% | +54.4% | -44.9% | -17.2% |
| 10Y | -11.3% | +236.4% | -247.7% | -46.4% |
| All | -11.3% | +241.3% | -252.6% | -46.4% |
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