-8.8%
LVS vs LDOS
+37.8%
-46.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | +6.7% | +1.9% | +4.8% | +6.3% |
| 30D | +13.8% | +12.8% | +1.0% | +11.1% |
| 3M | -9.5% | -1.0% | -8.5% | -9.5% |
| 6M | -22.0% | +6.2% | -28.2% | -23.3% |
| YTD | -35.7% | -23.2% | -12.4% | -33.0% |
| 1Y | -36.7% | -29.5% | -7.2% | -32.5% |
| 3Y | -8.8% | +37.1% | -45.9% | -20.3% |
| All | -8.8% | +37.8% | -46.6% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling