-100.0%
VIVK vs LDOS
-27.6%
-72.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +0.7% | -28.2% | -27.7% |
| 7D | -68.7% | -2.8% | -65.9% | -68.6% |
| 30D | -90.0% | +13.6% | -103.6% | -90.6% |
| 3M | -98.1% | +4.2% | -102.3% | -98.1% |
| 6M | -99.9% | -8.2% | -91.7% | -99.9% |
| YTD | -99.9% | -24.1% | -75.8% | -99.9% |
| 1Y | -100.0% | -31.2% | -68.8% | -100.0% |
| All | -100.0% | -27.6% | -72.4% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling