-100.0%
VIVK vs LDOS
-26.7%
-73.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.9% | +10.5% | +9.0% |
| 7D | +13.1% | -7.1% | +20.2% | +16.8% |
| 30D | -29.7% | -6.1% | -23.6% | -27.6% |
| 3M | -93.0% | +5.6% | -98.6% | -93.2% |
| 6M | -98.0% | -26.9% | -71.1% | -96.9% |
| YTD | -97.8% | -27.9% | -69.8% | -96.2% |
| 1Y | -100.0% | -26.8% | -73.2% | -100.0% |
| All | -100.0% | -26.7% | -73.2% | -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