+791.8%
LYV vs LDOS
+485.4%
+306.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +1.8% | -1.6% | +3.4% | +2.5% |
| 30D | +5.7% | +8.2% | -2.6% | +1.5% |
| 3M | -4.1% | -8.2% | +4.1% | -1.1% |
| 6M | +5.9% | +5.8% | +0.1% | +0.9% |
| YTD | +25.2% | -27.0% | +52.2% | +39.8% |
| 1Y | +30.4% | -31.0% | +61.4% | +49.8% |
| 3Y | +103.6% | +29.3% | +74.3% | +61.9% |
| 5Y | +58.9% | +48.7% | +10.2% | +13.2% |
| 10Y | +524.8% | +228.0% | +296.8% | +184.9% |
| All | +791.8% | +485.4% | +306.4% | +168.3% |
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 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