-100.0%
VIVK vs LDOS
+248.5%
-348.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | -2.3% | +36.4% | +34.6% |
| 7D | -42.9% | -7.2% | -35.7% | -42.1% |
| 30D | -88.6% | +16.8% | -105.4% | -89.1% |
| 3M | -97.7% | -1.6% | -96.1% | -97.7% |
| 6M | -99.9% | -1.0% | -98.9% | -99.9% |
| YTD | -99.9% | -25.8% | -74.1% | -99.9% |
| 1Y | -100.0% | -31.1% | -68.9% | -100.0% |
| 3Y | -100.0% | +32.8% | -132.8% | -100.0% |
| 5Y | -100.0% | +49.4% | -149.4% | -100.0% |
| All | -100.0% | +248.5% | -348.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling