-8.8%
LVS vs LDOS
+494.7%
-503.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.5% | -5.4% | +3.9% | +0.8% |
| 30D | -3.2% | +4.9% | -8.1% | -5.5% |
| 3M | -12.0% | +7.2% | -19.2% | -15.5% |
| 6M | -19.9% | -24.2% | +4.4% | -11.2% |
| YTD | -30.6% | -25.8% | -4.8% | -23.3% |
| 1Y | -17.7% | -24.7% | +7.0% | -9.8% |
| 3Y | -14.2% | +39.3% | -53.5% | -31.2% |
| 5Y | +9.6% | +43.3% | -33.7% | -15.6% |
| 10Y | +5.7% | +278.6% | -272.9% | -51.6% |
| All | -8.8% | +494.7% | -503.5% | -69.0% |
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