+800.2%
LYV vs LDOS
+488.0%
+312.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.9% |
| 7D | -0.6% | -3.5% | +2.8% | +1.0% |
| 30D | +5.1% | +9.5% | -4.4% | +0.5% |
| 3M | -2.8% | -6.3% | +3.5% | -0.7% |
| 6M | +8.7% | +2.8% | +5.9% | +4.9% |
| YTD | +26.4% | -26.6% | +53.1% | +40.9% |
| 1Y | +28.2% | -31.3% | +59.5% | +47.7% |
| 3Y | +105.8% | +30.9% | +74.9% | +62.6% |
| 5Y | +60.4% | +49.4% | +11.0% | +14.1% |
| 10Y | +530.7% | +229.4% | +301.3% | +187.0% |
| All | +800.2% | +488.0% | +312.3% | +170.3% |
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