-15.2%
LVS vs LDOS
+509.1%
-524.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +11.4% | -3.7% | +15.1% | +13.0% |
| 30D | +13.6% | +16.4% | -2.8% | +6.3% |
| 3M | -10.0% | +7.4% | -17.4% | -13.4% |
| 6M | -20.6% | -0.3% | -20.2% | -21.7% |
| YTD | -35.5% | -24.0% | -11.5% | -29.7% |
| 1Y | -32.9% | -29.6% | -3.3% | -24.4% |
| 3Y | -10.3% | +35.1% | -45.4% | -27.1% |
| 5Y | +3.1% | +52.9% | -49.8% | -23.2% |
| 10Y | -11.4% | +262.2% | -273.7% | -58.5% |
| All | -15.2% | +509.1% | -524.2% | -71.6% |
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