-100.0%
VIVK vs LDOS
+31.0%
-131.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.1% | -7.5% | -9.0% |
| 7D | -38.6% | -3.5% | -35.2% | -38.2% |
| 30D | -87.7% | +9.5% | -97.3% | -88.3% |
| 3M | -98.9% | -6.3% | -92.6% | -98.9% |
| 6M | -100.0% | +2.8% | -102.8% | -100.0% |
| YTD | -100.0% | -26.6% | -73.3% | -100.0% |
| 1Y | -100.0% | -31.3% | -68.7% | -100.0% |
| All | -100.0% | +31.0% | -131.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling