-15.6%
LVS vs LDOS
+495.0%
-510.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.5% |
| 7D | +11.1% | -7.2% | +18.3% | +14.4% |
| 30D | +14.7% | +16.8% | -2.2% | +7.1% |
| 3M | -10.9% | -1.6% | -9.4% | -10.9% |
| 6M | -22.3% | -1.0% | -21.4% | -23.3% |
| YTD | -35.8% | -25.8% | -10.0% | -29.4% |
| 1Y | -33.5% | -31.1% | -2.4% | -24.4% |
| 3Y | -11.7% | +32.8% | -44.5% | -27.7% |
| 5Y | +2.6% | +49.4% | -46.8% | -22.9% |
| 10Y | -11.9% | +253.9% | -265.7% | -58.3% |
| All | -15.6% | +495.0% | -510.6% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling