-36.8%
LVS vs LDOS
-31.9%
-4.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -0.8% | -1.6% | +0.8% | -0.7% |
| 30D | +10.0% | +8.2% | +1.8% | +9.5% |
| 3M | -11.0% | -8.2% | -2.9% | -10.7% |
| 6M | -20.1% | +5.8% | -26.0% | -21.0% |
| YTD | -36.3% | -27.0% | -9.4% | -37.8% |
| 1Y | -36.8% | -31.0% | -5.9% | -38.1% |
| All | -36.8% | -31.9% | -4.9% | -38.1% |
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 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