-36.7%
LVS vs LDOS
-29.6%
-7.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | +6.7% | +1.9% | +4.8% | +6.6% |
| 30D | +13.8% | +12.8% | +1.0% | +12.9% |
| 3M | -9.5% | -1.0% | -8.5% | -9.6% |
| 6M | -22.0% | +6.2% | -28.2% | -23.0% |
| YTD | -35.7% | -23.2% | -12.4% | -37.4% |
| 1Y | -36.7% | -29.5% | -7.2% | -37.4% |
| All | -36.7% | -29.6% | -7.0% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling