-37.7%
LVS vs LDOS
-30.4%
-7.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.5% |
| 7D | +5.2% | -5.8% | +11.0% | +5.6% |
| 30D | +12.0% | +11.6% | +0.4% | +11.2% |
| 3M | -11.5% | -1.0% | -10.5% | -11.6% |
| 6M | -23.2% | +5.1% | -28.3% | -24.2% |
| YTD | -36.7% | -24.0% | -12.6% | -38.3% |
| All | -37.7% | -30.4% | -7.3% | -38.3% |
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